I have the wilton cookie tree kit from years ago and I have made it several times.It is really cute!!
Kiddiekakes has the right idea... I made several of this kit myself.. Easy to do, but a lot of baking for this one... here is the kit:
http://cgi.ebay.com/Wilton-Star-Cookie-Tree-Kit-New-1994_W0QQitemZ370091668811QQcmdZViewItem?hash=item370091668811&_trkparms=72%3A1205%7C39%3A1%7C66%3A2%7C65%3A12%7C240%3A1318&_trksid=p3286.c0.m14
Thankyou kiddiekakes. But I should have explained myself better. Not the traditional ones. THere is an assortment of cookies stuck onto a cone shape to resemble a tree. Just wanted to know if anyone knows how to do these?
Ahh.. I would do those just like my cake truffle tree (in my photos), and use melted chocolate to attach the cookies to the cone (that has been covered in wax paper, of course 
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king - I know exactly what you're talking about, and I'm glad you brought this up because I was wondering the same thing. I'm doing a holiday booth and thought this would be a great display for my table. Here's the link to the site where I think you saw it.
http://thecookieladies.net/catalog/_babies.htm
THANK YOU THANK YOU THANK YOU!!! for posting this! these are AMAZING!! LOVE them LOVE LOVE LOVE - I can't even tell you how excited I am right now!
OMG! I love love love this idea. Those trees are soo awesome. I can't wait t see if someone here knows how to do them, they are beautiful!
Amy 
I'd have to guess that it is a styrofoam cone and that the cookie bags are pinned into the cone for easy removal. I think this is such an awesome way to display a large amount of cookies in a fairly small space. Also I'm sure that you would have to weight and/or secure the cone somehow. I hope this helps!!!
We start with a 1 or 2 foot tall grapevine tree
... trim it with tiny sparkling lights
... cover it with individually wrapped cookies
... add a gold elastic cord with scissors
... then top it with an ornament!
this is from thier website - it seems to me that they are using a grapevine tree and probably hot glueing the bag onto the tree then giving the scissors to cut the cookie off when you want to eat one.
Oh I LOVE this idea how much would you charge for something like this. Cookie Lady you do a wonderful job just love the cookies thanks for sharing and thanks for asking this question.
Just another idea you could do the cookies on a wreath as well and cut them off. Thanks guys I needed this, this morning now I am in a creative mood.
From looking at their website, it says they use grapevine trees. It also says that they provide a scissors with the tree for guests to cut their favors off with. To me, that sounds like they just tie the cookies in the bag to the grapevine tree and don't use a styrofoam base. It would be made out of grapewines or "twigs". Make sense?
Gee, I didn't think to look further on their website for guidance... thanks for finding that and passing it on. I can't wait to make one of these!!!
Sorry I've taken so long to get back to all that replied. I really appreciate your help. I went out and bought the styrofoam but I agree that it seems too light. So I am now going to look out for a twig tree. I have already made the cookies just need to bag them and get them on a tree. Thankyou again!
The Cookie Ladies (actually just one lady now) is 15 minutes from me. Wish I had their clientele.
http://www.thecookieladies.net/corporate.htm
I'm having trouble finding grapevine trees!! Anyone have a good source you can recommend? TIA
What a great idea~ I would love to offer something like this........maybe next year......this year is getting pretty full.....thankfully! 
Sorry I've taken so long to get back to all that replied. I really appreciate your help. I went out and bought the styrofoam but I agree that it seems too light. So I am now going to look out for a twig tree. I have already made the cookies just need to bag them and get them on a tree. Thankyou again!
Have you thought about gluing the styrofoam onto a block of wood? Or some similar base? That would make it plenty sturdy.
Oh my goodness! I went to the site and those "trees" are just so cute! Now I'm REALLY excited about my next cookie class! We are doing Christmas Ornaments AND Christmas Lights! How CUTE would one of these trees be?
Okay, Okay, mind racing, mind racing! Not enough caffeine yet to think clearly!
Beth in KY
Good idea Gemini! That would make it a lot sturdier too.......hmmmmm........
Yup..been looking everywhere for a reasonably priced grapevine tree and i can't find them anywhere! the only ones i saw were HUGE ones at peir one, it would take hundreds of cookies to cover that thing. I looked at michaels, canadian tire, walmart...i'm getting frustrated. Where do you all buy them?
... The prices on that website said $180 for a 2' tree with 4 dozen cookies, $90 for a 1 1/2' tree with 18 cookies....
If you add the cost of the tree, scissors, ribbon and of course, cookies -- it's really not too bad a price, especially for the impact. Plus, the customer gets to keep the tree which is very decorative.
I can't find any trees locally, but I did find these sites. They also sell lights with brown cords. Surely she's getting her trees from a wholesaler.
http://www.rusticdecorating.com/grapevinetrees1.html
http://craftsnvines.com/_wsn/page4.html
I would love to find a reason to try this.
Edited to add: She also includes an ornament for the topper!
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