Higher-order pushdown automata (n-PDA) are abstract machines equipped with a nested \u27stack of stacks of stacks\u27. Collapsible pushdown automata (n-CPDA) extend these devices by adding `links\u27 to the stack and are equi-expressive for tree generation with simply typed lambda-Y terms. Whilst the configuration graphs of HOPDA are well understood, relatively little is known about the CPDA graphs. The order-2 CPDA graphs already have undecidable MSO theories but it was only recently shown by Kartzow [Kartzow 2010] that first-order logic is decidable at the second level. In this paper we show the surprising result that first-order logic ceases to be decidable at order-3 and above. We delimit the fragments of the decision problem to which o...