\documentclass[12pt,a4paper]{book}
\usepackage{array}
\begin{document}
\begin{table}[H]
\setlength{\tabcolsep}{5mm}
\begin{tabular}[h]{|>{\centering\arraybackslash}p{2cm}||> {\centering\arraybackslash}p{3cm}|>{\centering\arraybackslash}p{2cm}|>{\centering\arraybackslash}p{1cm}|>{\centering\arraybackslash}p{2.5cm}|}
\hline
\rotatebox{90} {\centering case1} & \rotatebox{90}{\centering Case2} & \rotatebox{90}{\centering This is the case 3?} & \rotatebox{90} {\centering Case 4} \\ \hline\hline
a & b & c & d \\ \hline
\end{tabular}
\caption{My table}
\end{table}
\end{document}
How can I split the title "This is the case 3" into two lines?

\documentclassand call all the packages necessary to compile it. – egreg Nov 21 '12 at 10:17