We have serendipitously discovered that the WN+O binary Br 40a in the LMC is surrounded by a remarkable high excitation nebula, showing extended, narrow emission lines of HeII. This prompted us to make a systematic search for similar high excitation nebulae around other WR stars in the Magellanic Clouds. This survey revealed a second even more extreme example surrounding the WN+O binary AB-7 in the SMC, and one other marginal detection AB-5 (SMC). The detection of nebular HeII emission implies that these WN stars emit a much harder UV spectrum than is traditionally expected. For each of these nebulae we have taken narrow band CCD images at the CTIO 0.9-m telescope, and have obtained spectrophotometry with the 2D-Frutti photon counting detector on the CTIO 1.0-m telescope.