Different inner and outer hash functions for NIST-recommended HMAC?
You may want to take a look at the original HMAC paper by Bellare, Canetti and Krawczyk (1996), or at the new security proof by Bellare (2006).

As far as I can tell at a glance, there's nothing in either of these proofs that would actually rely on the inner and outer hash functions being the same function, as long as both of them satisfy the appropriate security properties.