@Charles Harris: Here it is:

Sub MakeHyperlinkIndex()
   Dim ndx As Worksheet, X As Integer
   Set ndx = Sheets.Add(before:=Sheets(1))
   ndx.Name = "Index"
   ndx.Cells(1) = "Worksheets"
   For X = 2 To Worksheets.Count
      ndx.Hyperlinks.Add _
         Anchor:=ndx.Cells(X, 1), Address:="", _
         SubAddress:="'" & Worksheets(X).Name & "'!A1", _
         TextToDisplay:=Worksheets(X).Name
   Next X
End Sub

The macro creates a new worksheet to deal with the overwriting risk.
Refer to Barry Fitzpatrick's macro (4 Dec 2013) if you want to avoid an error when the sheet already exists.

@Charles

Here is a small change to my code which will give you a solution. While it's not quite what you want, it works. I don't yet know how to insert a proper hyperlink.

The code produces a list of sheets as before, but each entry is a formula-based link to Cell A1 of the other sheets. If you put the sheet name into Cell A1 of each sheet, then you get a meaningful list. Double-click on the sheet name in the list just created and you will be brought to that sheet.

Notes:
1. The code Cells(1, 1) refers to Cell A1. Change the Row and Column values if you prefer to have your sheet names elsewhere.

2. You will need to uncheck the option to "Edit directly in cells" for the double-click to work.

3. The screenupdating setting stops the flicker when Excel selects each sheet in the workbook.

4. I would recommend that you include a check to make sure that existing data is not over-written, for example by not properly selecting a blank column before you run the macro.

Anyway, here is my amended code.
Dave.


Sub InsertLinks()
    Dim j As Integer
    Dim NS As Integer
    Dim C As Integer
    Dim sht As Worksheet
    NS = Sheets.Count
    C = ActiveCell.Column
    Set sht = ActiveSheet
    
    Application.ScreenUpdating = False
    For j = 1 To NS
        Sheets(j).Activate
        Cells(1, 1).Select
        Selection.Copy
        sht.Activate
        Cells(j, C).Select
        ActiveSheet.Paste link:=True
    Next j
    Application.ScreenUpdating = True
End Sub

Hi

With code dated 8 Oct 2012 is it possible to make the list with each item hyper linked to the specific sheet ?

Thanks

@Barry
Thanks for the tip about the sheet numbers. I didn't know how Excel handled them.
Neat solution too, thanks.

Here's an alternative that adds a sheet and names it "Sheet Names" to avoid any overwriting issues:

Sub List_of_Sheet_Names()

    Dim Number_of_Sheets As Integer
    Dim Row As Integer
    Dim Column As Integer
    Dim j As Integer
    Dim shtList As Worksheet
        
    'Delete an existing sheet named "Sheet Names"
    On Error Resume Next
    Application.DisplayAlerts = False
    Worksheets("Sheet Names").Delete
    Application.DisplayAlerts = True
    On Error GoTo 0
    
    'create and name a new sheet, and position it at the far left
    Set shtList = Worksheets.Add(Before:=Sheets(1))
    shtList.Name = "Sheet Names"
    
    Number_of_Sheets = Sheets.Count
    'make the list of sheet names
    For j = 2 To Number_of_Sheets
        shtList.Cells(j - 1, 1) = Sheets(j).Name
    Next j
    
End Sub

NB if there is already a sheet named "Sheet Names" (e.g. if you've run the macro once already). then it will be deleted.

Note also the use of the "Before" parameter. This is because Excel sheet index number is in the order of the sheet tabs on the workbook itself i.e. the leftmost sheet tabs has index 1. The "Before" parameter positions the new sheet at the far left and so is not listed in the list of worksheets.

I went a little further and had the macro check that there are no currently filled cells in the range about to be occupied by the listing.

Excluding the declaration of variables, which should be fairly apparent, here is the code that I use now. It works well for me.

    NS = Sheets.Count
    R = ActiveCell.Row
    C = ActiveCell.Column
    NonBlank = 0
    
    For j = 1 To NS
        If Cells(R, C) <> "" Then
            NonBlank = NonBlank + 1
        End If
        R = R + 1
    Next j
    
    R = ActiveCell.Row
    
    If NonBlank > 0 Then
        MsgBox "This process will over-write existing cells." & vbCrLf & _
        "Please select an area of blank cells and re-start." & vbCrLf & _
            "Click OK to stop."
        Exit Sub
    Else
        For j = 1 To NS
            Cells(R, C).NumberFormat = "@"
            Cells(R, C) = Sheets(j).Name
            R = R + 1
        Next j
    End If


I hope this helps!
Dave

Thanks for this. Its just the start I needed to get what I want!

Altered it slightly and now the macro inserts the list of worksheets in the cell you pick.

Sub List_of_Sheet_Names()

    Dim Number_of_Sheets As Integer
    Dim Row As Integer
    Dim Column As Integer
    Dim j As Integer
        
    Number_of_Sheets = Sheets.Count
    Row = ActiveCell.Row
    Column = ActiveCell.Column
    
    For j = 1 To Number_of_Sheets
        Cells(Row, Column) = Sheets(j).Name
        Row = Row + 1
    Next j
    
End Sub

I would recommend in both of the above examples to clearing the column that will be used to store the sheet names, because if there is already data in the column that doesn't get overwritten by the macro then it will appear that there are more sheets than there actually are. Any subject macro where it to use the data in the column would give a run time error as it wouldn't be able to find the sheets at the end of the list (i.e. those entries that were not overwritten).

Brilliant in its simplicity. Just add two lines and make one small change if you want to decide which column to use, as follows.

Sub GetSheets()
    Dim j As Integer
    Dim NS As Integer
    Dim C As Integer
    
    NS = Sheets.Count
    C = ActiveCell.Column
    
    For j = 1 To NS
        Cells(j, C) = Sheets(j).Name
    Next j
    
End Sub

Before you run the macro, select any cell in the column where you want the list to appear. The column value from ActiveCell is assigned to the variable C and used in the positioning loop.