Here's an example that does a 4-D integral
\int_0^5 \int_0^5 \int_0^5 \int_0^5 \left( w^2 + x^2 + y^2 + z^2 \right) \mbox{dw} \, \mbox{dx} \,\mbox{dy} \,\mbox{dz}
>> syms w x y z
>> f = w^2 + x^2 + y^2 + z^2;
>> dw = int(f,'w',0,5)
dw =
5*x^2 + 5*y^2 + 5*z^2 + 125/3
>> dx = int(dw,'x',0,5)...