I have to query a database of thousands of entries and order this by the distance from a specified point.
The issue is that each entry has a latitude and longitude a
If your question is a "find my nearest" or "store finder" type question then you can google for those terms. Generally though, that type of data is accompanied by a postal code of some description, and it is possible to narrow down the list (as Mark Maker points out) by association with postal code.
Every case is different, and this may not apply to you, just throwing it out there.