Specifying multiple categories in URL (permalink)?

Some folks asked the same question you did here. This one specifically worth reading, if you haven’t already. It has ottopress explanation for harmful permalinks.

If you really want to force this, you could write your own permalink (http://domain.com/category/subcategory/post...), then either use htaccess rewrite rule or WP_Rewrite to take them to the link wordpress generated.

This merely satisfies your visual requirement, but it adds server load.

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