I think the below code is what you're actually looking for... I think the compiler ends up translating it into the equivalent of the map code Rex gave, but is closer to the syntax of your original example:
scala> def doIt(i:Int, j:Int) = { println(i + ","+j); (i,j); }
doIt: (i: Int, j: Int)(Int, Int)
scala> def x = for( i <- (1 to 5).iterator;
j <- (1 to 5).iterator ) yield doIt(i,j)
x: Iterator[(Int, Int)]
scala> x.foreach(print)
1,1
(1,1)1,2
(1,2)1,3
(1,3)1,4
(1,4)1,5
(1,5)2,1
(2,1)2,2
(2,2)2,3
(2,3)2,4
(2,4)2,5
(2,5)3,1
(3,1)3,2
(3,2)3,3
(3,3)3,4
(3,4)3,5
(3,5)4,1
(4,1)4,2
(4,2)4,3
(4,3)4,4
(4,4)4,5
(4,5)5,1
(5,1)5,2
(5,2)5,3
(5,3)5,4
(5,4)5,5
(5,5)
scala>
You can see from the output that the print in "doIt" isn't called until the next value of x is iterated over, and this style of for generator is a bit simpler to read/write than a bunch of nested maps.