A piece in the Herald Tribune about treehouses suggests, inter alia:

Many famous people have escaped to childhood treehouses -- John Lennon (of the Beatles), Winston Churchill, the Roman emperor Caligula and Queen Victoria when she was a young princess.


A quick Google (since I had an allergy attack during the night and right now my attention span is virtually nil) suggests the story stems from Caligula hosting banquets in some sort of treehouse, which I don't recall reading in either Suetonius or Dio. Anyone have a source for that story?