Based on a theorem we establish on dynamical decoupling of time-dependent systems, we present a scheme of nested Uhrig dynamical decoupling (NUDD) to protect multi-qubit systems in generic quantum baths to arbitrary decoupling orders, using only single-qubit operations. The number of control pulses in NUDD increases polynomially with the decoupling order. For general multi-level systems, this scheme can preserve a set of unitary Hermitian system operators which mutually either commute or anti-commute, and hence all operators in the Lie algebra generated from this set of operators, generating an effective symmetry group for the system up to a given order of precision. NUDD can be implemented with pulses of finite amplitude, up to an error in the second order of the pulse durations.