In the Windows XP command prompt you could redirect a directory list to
a text file then use an editor like Notepad to merge the files if you
want a combined list. Example command: DIR D: /s > CD003.txt
"DirPrinting is a simple program for viewing and printing directories.
It offers a drive/directory window and a file list, which can be
arranged and sorted according to various criteria. This list can be send
to any printer (printing preview and storage included). Functions as
"copy to clipboard", "save as file", "send by email", "include
subdirectories" or "file filter" are all available."
"If you copy the list into the clipboard, you can paste it into any
application. For example in Microsoft Excel:"
http://www.majusoft.de/DirPrinting/index_en.htm
Ifranview has an option to produce images similar in principle to the
index sheets some photo developers used to include with film photo
processing. The resulting image could then be printed.
http://www.irfanview.com/
I gather Snagit can capture the contents of a window including content
that has scrolled out of view. That could potentially capture a Windows
Explorer window with thumbnails OR detail view showing. Again, the
captured image could be printed
http://www.techsmith.com/screen-capture.asp