TreeMap is probably the closest thing you're going to find.
You can iterate over the keys by calling TreeMap.keySet(); and iterating over the Set that is returned:
// assume a TreeMap<String, String> called treeMap
for(String key : treeMap.keySet())
{
    string value = treeMap[key];
}
It would be the equivalent of:
// assume a SortedDictionary called sortedDictionary
foreach(var key in sortedDictionary.Keys)
{
    var value = sortedDictionary[key];
}
You could also try the following:
// assume TreeMap<String, String> called treeMap
for (Map.Entry<String, String> entry : treeMap.entrySet())
{
    String key = entry.getKey();
    String value = entry.getValue();
}
Which is the equivalent to the following .NET code:
// assume SortedDictionary<string, string> called sortedDictionary
foreach(KeyValuePair<string, string> kvp in sortedDictionary)
{
    var key = kvp.Key;
    var value = kvp.Value;
}