Here’s some advice on modeling trees from air conditioning filters.
Ironhands has some evil trees he built from kids toys, and a page explaining how he used an electric fog machine to add some great effects to his tabletop games.
Now how about some fog through the spooky trees.
The Wargames Table has a nice article on modeling trees for The Great War. The trees also look to me as though they would be nice for a deadlands type of fantasy setup.
Mark Veneman has a tutorial on making model trees. He also has a useful selection of tree silhouettes to help you shape your little wonders. While the instructions are aimed at model railroaders, they’re just as useful for miniature wargamers.