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All of the following info is about OWL3 words; OWL3 is the current lexicon for Scrabble® in North America. What related words might be in CSW2015, the Collins lexicon which is used for Scrabble® internationally, was not considered for this presentation.
The word "ALPHABET" comes from the first two letters of the Greek alphabet. Our Scrabble® words include names of letters from at least three alphabets: Latin (same as Modern English), Greek, and Hebrew.
There are a few other words for letters from Arabic and runic alphabets. Alphabet names are FUTHARK (also spelled FUTHARC, FUTHORC, and FUTHORK) for runes, and OGHAM (or OGAM) for an Old Irish alphabet.
A rune in our lexicon is WYNN (or WYN), and this was also a letter in Old English. THORN is the name of another rune, and it has a "TH" sound. That letter transformed into the thorn in the Old English alphabet. Printers used the Latin Y to represent the thorn, and so YE in Old English was pronounced "THE". You may today see the old letter in a title such as "Ye Olde Booke Shoppe". OLDE is now acceptable, as of OWL3. Although BOOKE is unacceptable in both OWL3, EBOOK is acceptable. SHOPPE is acceptable.
The letter YOGH is from Middle English.
ETH (also EDH) is a letter from Old English.
The one Arabic letter in our lexicon is ALIF.
Here is the Modern Greek Alphabet:
Two archaic Greek letters are: DIGAMMA and KOPPA.
Here is the Hebrew Alphabet: