I can not find any known limit by doing a search. There is nothing explicit here
VFP System capacities

I would assume you should not go beyond 128.

>Is there a limit on the number of do cases within other do cases?
>
>Example:
>

>do case
>   case 1
>      do case
>         case 1.1
>         case 1.2
>         case 1.3
>            do case
>               case 1.3.1
>               case 1.3.2
>             endcase
>         case 1.4
>      endcase
>   case 2
>endcase
>