Converting filenames with embedded backslashes to directory tree
Python to the rescue!

#!/usr/bin/env python
import sys, os, os.path

def treeify(filenames):
    for fn in filenames:
        parts = fn.split("\\")
        pathparts = parts[:-1]
        basename = parts[-1]
        path = ensurepath(pathparts)
        os.rename(fn, os.path.join(path, basename))

def ensurepath(parts):
    if len(parts) == 0:
        return "."
    path = os.path.join(*parts)
    if not os.path.exists(path):
        os.makedirs(path)
    return path

if __name__ == "__main__":
    treeify(sys.argv[1:])


Invoked like:

$ ~/scripts/tree.py *