A sentence that uses each of the letters in its language is called a pangram.

In English, there are 26 letters. A 26-letter pangram using words listed in the Official Scrabble Players Dictionary is:

Cwm fjord bank glyphs vext quiz.

Its interpretation is roughly "Glyphs on the bank of the fjord leading into the mountain valley (some say cirque, see cwm) puzzled the eccentric."

vext is a rare but acceptable alternate form of vexed. Definition #2 of quiz is being used.

This is from a late 1970's issue of Games and Puzzles magazine. It also gave a few other less memorable solutions, possibly including the other 26-letter English pangrams on E2, Quartz glyph job vex'd cwm finks and Vext cwm fly zing jabs Kurd qoph. The fact that so many optimal pangrams exist in English results mainly from its highly complex and flexible grammar, and the borrowing of so many words from other languages.