Just to expand a touch more on my initial post....
General film syncing will only allow movies to be stored in alphabetical order if using the iPads standard movie app.
Home movies and camera roll film can be synced over into folders, and films can also be cleverly named and stored as podcasts too if need be.
As for utilising or viewing movies via 3rd party video viewing apps or things like goodreader then I don't know. Perhaps you can store and file differently again.