It depends on the type of nested list you are looking for. AFAIK, Markdown/Obsidian doesn’t natively support lettered lists
Using the Markdown syntax, you can get a nested list with numbers and bullets, you just have to manually change the list marker after you tab. For example:
1. Fruit
- Apples
- Bananas
- Clementines
2. Vegetables
- Asparagus
- Broccoli
- Cauliflower
Works in Obsidian v0.8.1. To get lettered lists, you can embed HTML inside your document as discussed in the stack overflow page linked above:
<ol type="1">
<li>Fruit</li>
<ol type="a">
<li>Apples</li>
<li>Bananas</li>
<li>Clementines</li>
</ol>
<li>Vegetables</li>
<ol type="a">
<li>Asparagus</li>
<li>Broccoli</li>
<li>Cauliflower</li>
</ol>
</ol>
Results in the list shown in your example. This has some obvious downsides as far as readability in the editor, however.
Perhaps a syntax for lettered lists could be added in a non-intrusive manner.
EDIT: Manually changing the list marker in the first example works in the preview, but the Editor offers no help in continuing to build the list (i.e. the list markers are not formatted, and a carriage return does not generate a new list marker as it would when editing a first-level list). Obsidian does support this, as long as you’ve completed your HTML list first (added last </ol> above)