एवं विहारैः कौमारैः कौमारं जहतुर्व्रजे।
—श्रीमद्भागवते दशमस्कन्धे एकादशोऽध्यायः
evaṁ vihāraiḥ kaumāraiḥ kaumāraṁ jahaturvraje|
—śrīmadbhāgavate daśamaskandhe ekādaśo’dhyāyaḥ
In this way [Krishna and Balarama] passed Their childhood age in Vrajabhumi by engaging in activities of childish play.
Such as playing hide-and-seek, constructing a “bridge on the ocean”, and jumping here and there like monkeys!
This is the last shloka of Chapter 11 in Dashama Skandha.
See also: http://ramasetu.blogspot.in/2007/08/rama-setu-and-krishna-i-kamyavana-setu.html : This beautiful post on Khaman Setu talks about how Krishna re-enacted the Setu-bandhana lila for the Gopis!
The tradition holds that once in His boyhood, Krishna with a party of his gopa-gopi friends wandered about this place. The area was filled with water up to a village on the hill, where they wanted to go. Being tired, not wanting to walk the long way around the water, the gopis said to Krishna that it is said that he was none other than Rama himself. Also well known was the saga of Lord Rama having built a stone bridge across the ocean to Lanka. So if that was true, gopi-s teased, and he was actually Rama Himself, then he should be able to call the monkeys to build a bridge across that water.
To fulill this desire of Gopi-s too, like all others, Krishna performed yet another leela. He played on His flute, it is said, and some monkeys gathered around Him. Krishna requested the monkeys to build a bridge across the water, so the party could walk across it. The monkeys quickly built a bridge across the water.
There indeed is a row of stones across a beautiful lake. This place is known as Setu-Bandhana-Kunda. Also at this place, just like at Rameshwaram, is worshipped a sacred Shiva Linga in the Sankara Mahadeva temple. There also is a Ashokavana nearby, representing the Ashoka Vatika of Lanka. There is also a mound here that represents the Trikuta parvat of Lanka.
The BIG Animation Movie Legendary Warrior, as also the TV episode so beautifully depicts that Setu Bandhana Lila!