A weighted nonlinear flag is a nested set of closed submanifolds, each submanifold endowed with a volume density. We study the geometry of Fréchet manifolds of weighted nonlinear flags, in this way generalizing the weighted nonlinear Grassmannians. When the ambient manifold is symplectic, we use these nonlinear flags to describe a class of coadjoint orbits of the group of Hamiltonian diffeomorphisms, orbits that consist of weighted isotropic nonlinear flags.