i had a similar problem. yahoo doesn’t offer it, but you can get one by looking through the document.write statements on nyse.com’s list and finding the .js file where they just happen to store the list of companies starting with the given letter as a js array literal. you can also get nice tidy csv files from nasdaq.com here:
http://www.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=nasdaq&render=download (replace exchange=nasdaq with exchange=nyse for nyse symbols).