jmc

We write the sequence of columns in which the integers are written: $$B,C,D,E,D,C,B,A,B,C,D,E,\dots .$$ We see that the sequence consists of the block $$B,C,D,E,D,C,B,A$$ repeated over and over.

Now, note that 800 will be the $799^{\text{th}}$ number in the list $\{2,3,4,\dots ,\}$. When 799 is divided by 8, its remainder is 7, so 800 will be written in the same column in which the seventh number is written. This is column B.

As another solution, we could note that all multiples of 8 appear in column B, so 800 must be in column $\boxed{\text{B}}$.