How to setup Nunit test without annotation?

I come from a test tool which able to write really nest structural test like this

Given xxxx
    When xxxxx
        When xxxxx
            When xxxxx
                Then xxxxx
            Then xxxxx
            Then xxxxx
        Then xxxxx
    When xxxxx
        Then xxxxx

So I'll tried to implemented these using lambda/closure.

Is there any way to access Nunit test setup by not using annotation ways?