c# populate treeview from LINQ object

Well, if you perform the following query:

var query = data.GroupBy(item => item.Column1)
                .Select(group => group.GroupBy(item => item.Column2))
                .Select(group => group.Select(innerGroup => 
                    innerGroup.GroupBy(item => item.Column3)));

You will have all of the items grouped first by column1, then 2 and 3, so It's already in a tree structure. Now you just need to have 3 nested for loops to add the items to the treeview.

foreach (var outermostGroup in query)
{
    //add node for outermostGroup's key
    foreach (var middleGroup in outermostGroup)
    {
        //add child node of the above node for middleGroup key
        foreach (var innerGroup in middleGroup)
        {
            //add child node of the above node for innerGroup key
        }
    }
}

Clearly this code only works if there are a fixed number of columns with a fixed (max) depth. If you don't know the number of columns and can have an arbitrary depth then you'd need a fairly radically different approach.