This is actually really easy to do; I can't believe it took me so long to figure out! Especially as I try to avoid using .m or .mm files in my projects, and almost exclusively use .cpp source files in all that I do to make my cross-platform work easier...
Anyways: all you have to do, is put these three lines in ~/.vim/filetype.vim (you'll almost certainly first have to create the .vim folder under your home directory...)
au BufNewFile,BufRead *.cpp set filetype=objcpp
au BufNewFile,BufRead *.h set filetype=objcpp
au BufNewFile,BufRead *.c set filetype=objcpp
Sorted! Whenever you use the built-in vim, or MacVim, to edit a .cpp/.c/.h file, you'll see any Objective-C code in your editor displayed with nice syntax highlighting; your C++ code will also look lovely too!