Can you create nested WITH clauses for Common Table Expressions?

Question

WITH y AS (
    WITH x AS (
        SELECT * FROM MyTable
    )
    SELECT * FROM x
)
SELECT * FROM y

Does something like this work? I tried it ear

Answer 1

With does not work embedded, but it does work consecutive

;WITH A AS(
...
),
B AS(
...
)
SELECT *
FROM A
UNION ALL
SELECT *
FROM B

EDIT Fixed the syntax...

Also, have a look at the following example

SQLFiddle DEMO