I actually have a nice sandwich going on with two 5870s(ek fcs5870v2)  I removed the mounting plates to get them as close together as possible. As you know 5870s have those stacked DVI connectors so they always take two slots but with even 5970s you can't really get them much closer to each other without having a really slim block(xspc) and some exotic sli/crossfire interconnects(Swiftech).

There hasn't been any problems yet. I do have zip ties to secure them together.