I posted this to gnu.emacs.gnus and somebody suggested that I should
post it to this mailing list: 

rjs@lloke.dna.fi (Riku Saikkonen) writes:

>I'll try to implement the thread tree, if I get the time. We'll see...
>Don't hold your breath.

Okay, here is a patch for gnus-sum.el that me and Riku wrote.
(gnus-sum.el is located in /usr/share/emacs/site-lisp/gnus/gnus-sum.el
atleast in my Debian system.) Copy the original gnus-sum.el to a local
directory, say ~/elisp and patch (1) it.

Following elisp-spells have to be added into your local Gnus
configuration file (~/.gnus):

 (load "~/elisp/gnus-sum.el") 
 (setq gnus-summary-line-format "%U%R%z%(%[%4L: %-20,20f%]%) %B%s\n")

 ;; Dummy roots to threads
 (setq gnus-summary-make-false-root 'dummy)
 (setq gnus-summary-dummy-line-format 
       "   %(:                          :%) %-10S\n")

It's not necessary to use dummy thread roots but I think they make the
the summary buffer easier to read.

After restarting Gnus the Summary buffer should look something like
this:

   :                          : Re: is there a way to have a thread t$
   [  15: Miernik             ] +->
   [  16: Riku Saikkonen      ] | \->
   [  35: Miernik             ] \->
   [  49: Nuutti Kotivuori    ]   \->


You can customize this thread tree display somewhat. There are some
variables defined in the patched gnus-sum.el. 

What the patch does is that it adds a new format specification
character B in the accepted format specifications in
'gnus-summary-line-format' variable. 

Note that I've tried this patch with Gnus version 5.8.3 only. I have
no idea, whether this patch works in any other Gnus version. (Probably
not, though ;)