As "amihomo" has pointed out, the spread of each subcarrier depends onthe symbol rate, and so you cant arbitrarily increase data rate by increased symbol rate. This is because the sub-carriers will start interferfering with each other as "sohiltri" suspects.
You could increase the number of bits per subcarrier without increasing signal bandwidth, but soon you will not be able to distinguish between the ultra-close constellation points in presence of noise (signal power is limited in any practical system).
In a practical adaptive data rate system like DSL, increase in data rate is achieved by increasing bits/carrier when noise decreases due to some external reason. The symbol rate (and so the BW) is unchanged.
-b