Around a star around a binary star around a massive star? (Star systems can be embedded. We know of double binaries.)
Seriously, it would be interesting for someone to study how deeply nested a system might go, and be plausibly stable, from what we know of solar system formation and dynamics.
I had to think about this for a minute. At first thought a moon of a moon didn’t seem to be possible as the gravity of the moon’s planet would certainly make an orbit around a moon unstable. But apparently if the moon is large enough, and separated enough from its planet, it can in theory have a moon. Saturn’s moons Titan and Iapetus, Jupiter’s moon Callisto, and Earth’s Moon would be capable of hosting submoons. [1]
No submoons have yet been found, though.
[1] https://academic.oup.com/mnrasl/article/483/1/L80/5195537
No, that's not true. Moons can have moons with stable orbits. Not every moon can, though.
If you think about it, the Moon already orbits Earth which orbits Sun.
Our Moon could have satellites but the issue is that it is lumpy. It is not uniform in density and this causes huge gravitational anomalies which prevent long term stable orbits. If Moon was uniform it could have stable orbits.