Cash,
I'm not sure I completely understand your problem, but I'll give it a shot:
Depth of 1:
(?<=^[^/]+/)[^/]+(?=\.html)
Depth of 2:
(?<=^([^/]+/){2})[^/]+(?=\.html)
Depth of 3:
(?<=^([^/]+/){3})[^/]+(?=\.html)
Like the original expression I gave you, these expressions will just match the name of the HTML file.
Jeff