using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;

namespace WindowsFormsApplication1
{
    public partial class Form1 : Form
    {
        public Form1()
        {
            InitializeComponent();
        }

        private void button1_Click(object sender, EventArgs e)
        {
            var data = @"01 现金
02 银行
02001 建行
02001001 建行南宁分行
02001002 建行田阳支行
02001003 建行百色分行
02002 中行
02002001 中行南宁分行
02002002 中行田阳支行
02002003 中行百色分行
02003 农行".Split(new string[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries)
           .Select(x => new { id = x.Split(' ')[0], name = x.Split(' ')[1] });
            foreach (var item in data.Where(x => x.id.Length == 2))
            { 
                TreeNode tn = new TreeNode()
                { 
                    Name = item.name,
                    Text = item.id + item.name,
                    Tag = item.id,
                };
                foreach (var item1 in data.Where(x => x.id.Length == 5 && x.id.StartsWith(item.id)))
                {
                    TreeNode tn1 = new TreeNode()
                    {
                        Name = item1.name,
                        Text = item1.id + item1.name,
                        Tag = item1.id,
                    };
                    foreach (var item2 in data.Where(x => x.id.Length == 8 && x.id.StartsWith(item1.id)))
                    {
                        TreeNode tn2 = new TreeNode()
                        {
                            Name = item2.name,
                            Text = item2.id + item2.name,
                            Tag = item2.id,
                        };
                        tn1.Nodes.Add(tn2);
                    }
                    tn.Nodes.Add(tn1);
                }
                treeView1.Nodes.Add(tn); 
            }
        }
    }
}

------解决方案--------------------
C# code
...
string datastr = "";
foreach (DataRow dr in ds.Tables[0].Rows)
{
    datastr += dr["GroupID"].ToString() + " " + dr["GroupName"].ToString() + "\r\n";
}
//之后再套用我下面的代码
var data = datastr.Split(new string[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries)
           .Select(x => new { id = x.Split(' ')[0], name = x.Split(' ')[1] });
...

------解决方案--------------------
探讨

那你再调一调嘛。