#Octave, 215 bytes
fprintf('%s: %s\n',[num2cell(65:90);strsplit('Alfa Bravo Charlie Delta Echo Foxtrot Golf Hotel India Juliet Kilo Lima Mike November Oscar Papa Quebec Romeo Sierra Tango Uniform Victor Whiskey Xray Yankee Zulu')]{:})
If I got rid of the spaces, I'd save 25 bytes, but then I'd have to use a regex. The regex itself would cost quite a few bytes, and it would also remove the capital letter of all words, leaving me with the words lfa, ravo etc. I would therefore have to concatenate the new strings with the leading characters. All this costs bytes.
Explanation:
fprintf('%s: %s\n', % Print a string with the format "str: str\n"
num2cell(65:90) % Create a cell array with the numbers 65 - 90, one in each cell
strsplit('Alfa ... % Split the string on the default delimiter: space
[num2cell();strsplit()] % Concatenate cell arrays, leaving us with
% {'A', 'B'
% 'Alfa', 'Bravo'}
[...]{:} % Convert the cell array to a comma-delimited vector
% 'A', 'Alfa', 'B', 'Bravo' ...