Using the template_include filter in WordPress

gistfile1.aw

<?php
add_filter( 'template_include', 'ja_template_include' );

function ja_template_include( $template ) {

	if ( !is_category() )
		return $template;

	$category_info = get_category(get_query_var('cat'));
	if ( $category_info->parent == 0 )
		return $template;

	$parent_cat = get_category($category_info->parent);

        // construct a possible file url
        $subcat_url = get_stylesheet_directory() . '/subcategory-' . $parent_cat->slug . '.php';
	
        // return that url if it exists. Otherwise, return the normal template
	return is_file($subcat_url) ? $subcat_url : $template;
}

This will include sub-categories of sub-categories - https://gist.github.com/4643794