It's rather awkward, but you can get just the albums in a particular location (box, shelf, whatever) by using the Query -> Advanced Search function. Location is one of the fields you can search on. You can then print the selected subset of your albums.

An alternative - if you just want albums titles - would be to export the database (you can select the fields to be exported) and then read it into something like Excel, sort on your location field/column, enter page breaks and then print it all in one fell swoop.