What version of Access are you using?
Here is a method for Access 2000.
See Microsoft KnowledgeBase article:
210269 'ACC2000: How to Create a Table of Contents or Index for a
Report'
For Access 97 and older:
131588 'ACC: How to Create a Table of Contents or Index for a Report'
You must actually step through each page of the report (in preview, or
by actually printing it).
Then run a separate report, using the TOC table made by the first
report, to print out just the Table of Contents.