1. In a multi-processor system having multiple memory hierarchies each having a respective associated processor among a plurality of processors, a method for establishing victim caching among the memory hierarchies, said method comprising: responsive to requiring a castout from a first of the memory hierarchies, sending a cast in request from a first cache in the first memory hierarchy to a second cache in a different second memory hierarchy among the memory hierarchies, wherein said cast in request includes a cast out tag identifier of the first memory hierarchy and wherein the first and second caches are at a same memory hierarchy level; and responsive to the cast in request, the second cache retrieving cast out data from the first cache to the second cache utilizing the cast out tag identifier.