From the source code of DMD no less!

void f() {
  int fx;
  pure void g() {
    int gx;
    /+pure+/ void h() {
      int hx;
      /+pure+/ void i() { fx = 0; }
    }
   }
}

should give 

Error: pure nested function 'g' cannot access mutable data 'fx'
if the commented out `purees are removed it should give 

Error: pure nested function 'i' cannot access mutable data 'fx'

three times.