In the episode What Goes Up, Bobby falls while trying to climb the tree house.

Question:
Where was it located?

You can see a fence similar to their backyard fence. And near the end of the episode, Mike asks him why he's not at the tree house since he was back in the club.

That episode was just on MeTv last Sunday. I dont think its revealed where the treehouse is. When I was a kid our shack or treehouse was always in the woods somewhere and not in someone's back yard.
I never cared for this episode. They made Bobby act like a big baby. The boys by the treehouse were really bad actors too mocking Bobby.

Yes, the episode is full of flaws but I still love it.