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Thanks !
I was searching for a new style or option but I didn't think about a manual solution !
So for those who are interested in, this is what I've done: in my *.bbl file, I've inserted a fake reference before each new alphabetical group.

\bibitem[A, 2011]{A}
\newblock

{\Huge A}

...

\bibitem ...

Hi all !

I've got a quite long bibliography and I would like to add a capital letter before each alphabetical group (I use natbib package with apalike style).
I know how to do it for an index :
groupesbis.png
But I don't know how to do it for bibliography, or even if it's possible or not.

Does ...