I've never needed to nest interrupts. Having said that, I believe the PSoC3 or PSoC5 are capable of nesting ints.
For example: Here's a snippet of a project I'm working on. The snippet show the Interrupt panel in the DWR with 6 interrupts. They just happen to be set to the same interrupt priority level.
There is an ARM Cortex M document telling exactly that an interrupt of lower priority that is under service will always be interrupted by a higer priority interrupt. This sounds reasonable or what else should be the priority be good for.