If it would be acceptable to use PowerShell (and not cmd), then you can use Get-Clipboard exactly as you were looking for.
Get-Clipboard > myfile.txt
The advantage of this method is that you have nothing to install.
Note: In place of clip you can use Set-Clipboard that has more options.
Note 2: If you really want to run it from cmd, you can call powershell as in the following example powershell -command "Get-Clipboard | sort | Set-Clipboard".