Let S be a smooth projective surface over C. Let S[n1,...,nk] denote the nested Hilbert scheme which parametrizes zero-dimensional subschemes en1 subset of ... subset of enk where ei is a closed subscheme of S of length i. We show that S[n,m], S[n,m,m+1], S[n,n+1,m], S[n,n+1,m,m+1], S[n,n+2,m] and S[n,n+2,m,m+1] are irreducible.