organising posts in the sidebar by category

Hi there.

I guess this is a simple one, I’ve searched the forum without success, tho’ I’m sure the answer is around.

Has anyone got the php for presenting posts in the sidebar by category?

For example

<h2>First Category</h2>
a post
a post

<h2>Second Category</h2>
a post
a post

There will be limited posts in each category.

Very grateful for your help

Best wishes

E