you can view all completed tasks within each project by clicking on the "Show Completed Tasks" link at the bottom of each project's list.
You can also see the entire task completion history by clicking on the "## Completed" link in the upper-right corner. From there you can choose the project from the drop-down menu as well as other filtering options.
You can't sort the entire list by project, though, but we will consider adding such feature in the future. Feel free do add a request to our Votebox: http://todoist.com/Vote/