When I was on my mission there was an Elder who could sing the alphabet backwards and forwards. I was almost jealous, but vowed to teach myself how to do it when I wasn't trying to master a foreign language and alphabet (BTW I went to Russia).
I worked on it off and on until Tiger was born. I really wanted him to be able to have this great, unique skill. I started singing the alphabet backwards to him just as early as I started singing forwards. He has heard the song forwards many more times than backwards, but I continue to sing backwards for him.
With his learning to read skills coming along I noticed him doing this monologue for me: "A. What comes after a? B. What comes after b? C. What comes after c? D." He could do this all afternoon. He also sings the alphabet forwards in stressful situations like getting his hair washed in the tub or other times he needs to keep himself calm.
I wondered if his Z-Y-X skills were as good as his A-B-C skills so I asked him to sing "The Z-Y-X song" yesterday. He sang and sang all afternoon. I even got him to reproduce it here for you.
He does say all the letters, he just breathes in as he says "H-G." Feel free to teach your own children this wonderful song.