[[coso]]

el problema es del ambito de la variable. Deberias crear los ttreeview de manera global en el form.

Código Delphi [-]
  public
    { Public declarations }
    Treeviews : array of TTreeview;
  end;

var
  Form1: TForm1;

implementation

{$R *.DFM}

procedure TForm1.Button1Click(Sender: TObject); // crear ttreeviews
var
        i : integer;
const
        DiasDelMes : integer = 30;
begin
        SetLength(Treeviews,diasdelmes);
        for i:=0 to DiasDelMes - 1 do
        begin
                Treeviews[i] := TTreeview.Create(self);
                with treeviews[i] do
                begin
                Parent := Form1;
                Top    := (i div 5) * 60 + 5;
                Left   := (i mod 5) * 60 + 5;
                Height := 60;
                Width  := 60;
                Name   := 'TreeView_' + IntToStr(i);
                OnClick      := TreeViewAmpliar;
                end;
        end;
end;

procedure TForm1.TreeViewAmpliar(Sender: TObject);
begin
        (sender as TTreeview).Height := 100;
        (sender as TTreeview).Width := 100;
        (sender as TTreeview).Bringtofront;
end;

procedure TForm1.FormClose(Sender: TObject; var Action: TCloseAction);
var
        i : integer;
const
        diasdelmes : integer = 30;
begin
        for i := 0 to diasdelmes - 1 do
                treeviews[i].free;

        setlength(treeviews,0);
end;