I think I found my answer in 
http://graphml.graphdrawing.org/primer/graphml-primer.html#Nested

"The edges between two nodes in a nested graph have to be declared in a graph, 
which is an ancestor of both nodes in the hierarchy. Note that this is true for 
our example. Declaring the edge between node n6::n1 and node n4::n0::n0 inside 
graph n6::n0 would be wrong while declaring it in graph G would be correct. A 
good policy is to place the edges at the least common ancestor of the nodes in 
the hierarchy, or at the top level."

-Paul


________________________________
From: Paul A. Jackson
Sent: Monday, July 26, 2010 2:52 PM
To: 'Neo4j user discussions'
Subject: GraphML Nested Graphs

I am looking into nested graphs and have not found an answer to a specific 
case.  Generally, when a node from one level links to a node in a sub graph, 
the edge should be defined in the outer graph.  In the case where two nodes are 
in two different (peer) subgraphs at the same level, should the edge go in the 
outer level that contains them both?  See edge e4 below.

<?xml version="1.0" encoding="UTF-8"?>
<graphml xmlns="http://graphml.graphdrawing.org/xmlns";  
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance";
xsi:schemaLocation="http://graphml.graphdrawing.org/xmlns 
http://graphml.graphdrawing.org/xmlns/1.0/graphml.xsd";>
  <graph id="G" edgedefault="undirected">
    <node id="n0"/>
        <graph id="n5:" edgedefault="undirected">
          <node id="n5::n1"/>
          <node id="n5::n2"/>
          <edge id="e0" source="n5::n1" target="n5::n2"/>
        </graph>
    </node>
    <node id="n1">
        <graph id="n6:" edgedefault="undirected">
          <edge id="e1" source="n6::n1" target="n6::n2"/>
        </graph>
    </node>
    <edge id="e2" source="n5::n2" target="n0"/>
    <edge id="e3" source="n0" target="n2"/>
    <edge id="e4" source="n6::n1" target="n5::n2"/>
  </graph>
</graphml>

Thanks,
-Paul
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