class A(object):
    
    def __init__(self):
        print 'Hello from A.'
        c = self.C()
        
    class B(object):
        
        def __init__(self):
            print 'Hello from B.'
            
    class C(B):
        
        def __init__(self):
            super(A.B, self).__init__() # Может по другому написать тут?
            print 'Hello from C.'
        
a = A()

>>> A.C.mro()
[<class '__main__.C'>, <class '__main__.B'>, <type 'object'>]