There are different combinations of commands to do this.

1,sort -V

The easiest is the 'natural' alphanumeric sort invoked with the shell command sort -V:

cat test.bed
chrX    4567    4569
chr1    5555    5556
chr1    6666    6667
chr10   1234    5678
chrX    1234    1235
chr2    9876    9877
chrY    1111    5555
chr15   4444    5555
chr22   3214    3245
chrMT   4444    4445

sort -k1,1 -k2,2n -V test.bed
chr1    5555    5556
chr1    6666    6667
chr2    9876    9877
chr10   1234    5678
chr15   4444    5555
chr22   3214    3245
chrMT   4444    4445
chrX    1234    1235
chrX    4567    4569
chrY    1111    5555

If you have Mac OS, you may need to install GNU sort.

2, custom for loop

As you can see, this still messes up the chrMT, which we may want to appear last.

So, we can write our own very simple loop to specifically control the order:

FS="\t" ;
bed="test.bed" ;
for chr in {1..22} X Y MT; do
  grep -P "^chr""${chr}""${FS}" "${bed}" | sort -k2,2n
done

chr1    5555    5556
chr1    6666    6667
chr2    9876    9877
chr10   1234    5678
chr15   4444    5555
chr22   3214    3245
chrX    1234    1235
chrX    4567    4569
chrY    1111    5555
chrMT   4444    4445

We can mess around, too:

FS="\t" ;
bed="test.bed" ;
for chr in 1 Y 10 X MT; do
  grep -P "^chr""${chr}""${FS}" "${bed}" | sort -k2,2n
done

chr1    5555    5556
chr1    6666    6667
chrY    1111    5555
chr10   1234    5678
chrX    1234    1235
chrX    4567    4569
chrMT   4444    4445

Kevin

These are the 2 sorting commands I usually consider for a bed file:

1.If I care about the order (resulting 1..22 MT X Y):

sort -k1,1V -k2,2n file.bed

2.If I don't care about the order (resulting 1 10..19 2 20..22 3..9 MT X Y):

sort -k1,1 -k2,2n file.bed

Option 1 is the one I like the most, but option 2 is the one I choose when dealing with bedtools.

I must admit that when my perfectionist self wants to have all positions (not only starts, but also ends) perfectly sorted and the MT lines at the end, I have sometimes even gone for this:

sort -k1,1V -k2,2n -k3,3n file.bed \
| perl -ne 'if (/^\S*M/) { $mt .= $_ } else { print } END { print $mt }'