We have here, in the Canary Islands, big populations of feral and domestic pigeons, but I don't remember to see any case of breeding in trees. On the other hand, in the recent and old literature on our bird fauna there is only one mention to the breeding of the species (probably of the wild form) in palms, Phoenix sp. For more information, see this book:
MARTÍN, A. & J. A. LORENZO (2001). Aves del archipiélago canario. Francisco Lemus Editor. La Laguna.
May be also useful to check this classic monograph on the genus Columba:
GOODWIN, D. (1983). Pigeons and Doves of the World. British Museum (Natural History) / Cornell University Press. Ithaca.
Ruben is right. It is quite uncommon but there some mentions in the literature (see also Richard F. Johnston and Marian Janiga 1995 Feral Pigeons OUP USA)
However, I recently (in the 10 years) recorded several cases in Italy of pigeons nesting on trees (especially Platanus trees; the picture is not very good, but it is just an example). In some cities this seems the consequences of pest control activities aimed at reducing the number of potential nest sites on buildings.
In La Paz Bolivia, in several years studying urban birds, we never saw a Feral Pigeon nesting on trees, only in human buildings. In contrast, the local species with a similar size, as the Spot-winged Pigeon (Patagioenas maculosa) only nest on trees. In La Paz, there are no control policies against the feral pigeon nesting on buildings, perhaps (as Dimitri says), to nest on trees is correlated with the exclusion from buildings, a very interesting topic to investigate.