Depends how many you stack, but it depends on the insulation class of the specific transformer powering the elevated supply. Generally this is fine with low voltage supplies and probably not with supplies delivering the sort of voltages typical in tube power supplies.
I would not do it without knowing a lot more about the specific supply in question, all of the internal circuitry in the elevated supply is floating on the output voltage of the supply(ies) preceding it, depending on construction all sorts of other problems with insulation between the grounded (!!) chassis and low side of the supply which if not intended for stacked operation may have neither sufficient clearance or insulation for this use.
If you are building from scratch and want to use stacked supplies you simply take this into account during design and make sure you use appropriate building techniques and components to make it safe. You would use a transformer or winding insulated for continuous use at the highest intended voltage.
In general I would not stack HV lab supplies, and don't.