// Make sure that all term links include their parents in the permalinks

add_filter( 'term_link', 'add_term_parents_to_permalinks', 10, 2 );
function add_term_parents_to_permalinks( $permalink, $term ) {
$term_parents = get_term_parents( $term );
foreach ( $term_parents as $term_parent )
$permlink = str_replace( $term->slug, $term_parent->slug . ',' . $term->slug, $permalink );
return $permlink;
}