+1  A: 

You would need to build your own ListView Webpart. However, there is already a third party product that does this, the Bamboo Solutions tree View WebPart

Colin
I`ll take a look at the trial.Maybe it can go, but all I need is much more simple. I added screenshot for what i want.
Janis Veinbergs
It would be either your own webpart, or a very, very complex piece of XSL (recursion etc.)
Colin
A: 

You will need to get the data from maybe a content query web part and format it with your own XSLT.

XSL is not the easist to do this with as it has no "stack" structure for easily nesting a linear list.

Nat