Kushal Paudyal asked how deep you can nest inner classes in Java. The consensus is that while the language itself imposes no limit, the underlying OS and file system may.
Have you ever found a case where two or more levels of nested inner classes are helpful?
Update (11/28): If you consider enum classes, a second level of nesting can make sense. During some recent refactoring, I briefly had an outer class (an HTTP client), an inner class (an in-memory cache), and inside the inner class an enum class (for the cache eviction strategies). This seemed okay, but to @Thorbjørn's point, I continued by extracting the cache class and its inner enum up out of the HTTP client class.