your code is missing the =
after child_of
<?php
$args = array(
'sort_column' => 'menu_order',
'parent' => 0,
);
$pages = get_pages($args);
foreach($pages as $page){
?>
<ul>
<li>
<?php
echo '<a href="' . get_permalink( $page->ID ) . '">' . $page->post_title . '</a>';
?>
</li>
<?php
wp_list_pages('title_li=&depth=0&child_of=".$page->ID."');
?>
</ul>
<?php
}
?>
if you want to make sure to only show one level of child pages, consider to set the 'depth'
parameter to 1