EDIT: I sit corrected. My post is wrong.

No, you can't, and no they don't.

    lock(lk_var) {
        lock(lk_var2) {
            var = var2;
        }
    }

That expands to:

    for(int i=0; (i < 1) && !lk_lock(lk_var); lk_unlock(lk_var), i++)
    {
        for(int i=0; (i < 1) && !lk_lock(lk_var2); lk_unlock(lk_var2), i++)
        {
            var = var2;
        }
    }

You end up with an i scoped inside another i.