If a nested function has doctests, they won't be run:
{{{
def f():
  '''
  >>> 'a'
  'a'
  '''

  def g():
    '''
    >>> 'a'
    'b'
    '''
    pass

  pass
}}}

DocTestFinder will only find f's doctest and won't recurse to find g's, surprising the programmer when they (hopefully) discover that their inner doctest is incorrect!