$list = array(
    1 => (object)array(
        'id' => 1,
        'parent' => 0
    ),
    2 => (object)array(
        'id' => 2,
        'parent' => 0
    ),
    3 => (object)array(
        'id' => 3,
        'parent' => 2
    ),
    4 => (object)array(
        'id' => 4,
        'parent' => 2
    ),
    5 => (object)array(
        'id' => 5,
        'parent' => 2
    ),
    6 => (object)array(
        'id' => 6,
        'parent' => 5
    ),
);

$arr = array();
foreach ($list as $leaf) {
    if ($leaf->parent !== 0) {
        $list[$leaf->parent]->children[] = $leaf;

    } else {
        $arr[] = $leaf;
    }
}

echo "<pre>"; print_r($arr); echo "</pre>";