A technique used in lexicas with several books is to list the letter(s) of the first and last entry of a single book. In your case, that would translate to pages, not books, with a limited number of entries.
Translated to your name list, this could look like:
download bmml source – Wireframes created with Balsamiq Mockups
Imagine more buttons for l-t, I just didn't want to spent my day drawing..
In this mockup you have a list of names under each letter, and I picked the particular view of a letter extending from one page to the next (if you choose to have a specific number of entries per page, rather than letters per page). In additon to the letter-buttons you could have a
previous button on the left side before
a-d and a
last button on the right after
Even better would be to limit the entries per pages not by number but by finished letter, so you would not have to deal with cases of one letter continuing to the next page.
For the in-page sections @Kit Grose provides a clear solution.