Well, you could do the following to put both sectioning commands in one \defbibheading:
\documentclass[12pt]{article}
\usepackage{biblatex}
\addbibresource{biblatex-examples.bib}
\defbibheading{multilevel}{%
\section*{Primary Sources}
\subsection*{Manuscripts}}
\begin{document}
\nocite{knuth:ct}
\printbibliography[heading=multilevel]
\end{document}
A fuller example would be:
\documentclass[12pt]{article}
\usepackage[backend=biber,style=authortitle]{biblatex}
\addbibresource{biblatex-examples.bib}
\defbibheading{multilevel}{%
\section*{Primary Sources}
\subsection*{Manuscripts}}
\defbibheading{published}{%
\subsection*{Published Works}}
\defbibheading{secondary}{%
\section*{Secondary Sources}}
\DeclareBibliographyCategory{mss}
\DeclareBibliographyCategory{pri}
\DeclareBibliographyCategory{sec}
\addtocategory{mss}{knurth:ct}
\addtocategory{pri}{knuth:ct:a}
\addtocategory{sec}{knuth:ct:b}
\begin{document}
\nocite{knuth:ct,knuth:ct:a,knuth:ct:b}
\printbibliography[heading=multilevel, notcategory={pri}, notcategory={sec}]
% \printbibliography[heading=multilevel, category={mss}]
\printbibliography[heading=published, category={pri}]
\printbibliography[heading=secondary, category={sec}]
\end{document}
But for some reason it does not work correctly if you use three bibliography categories, though it will work if you use notcategory.... However, it does work fine with three different keywords (e.g., keyword={mss}, keyword={pri}, keyword={sec}) as long as your .bib file entries have the appropriate keywords field. (Unfortunately, the biblatex-examples.bib that ships with biblatex only has two categories of keywords: primary and secondary.)
