I got this integral in a quantum field theory problem:
$$ \int\limits_{-\infty}^{+\infty}\!\!\! dp \, \frac{p^2 \delta\left(\sqrt{p^2-m_2^2}+\sqrt{p^2-m_3^2} -m_1\right)}{\sqrt{p^2-m_2^2} \sqrt{p^2-m_2^3}} $$
Are there any 'tricks' to compute integrals where there $\delta$ is composed with another function?
EDIT: The solution is $\frac{\sqrt{(m_1-m_2-m_3) (m_1+m_2-m_3) (m_1-m_2+m_3) (m_1+m_2+m_3)}}{m_1^2}$. I calculated it as proposed in the answers.
Assume that:
Then
$$\int_{-\infty}^\infty g(x) \delta(f(x)) dx=\sum_n \frac{g(r_n)}{|f'(r_n)|}$$
One can heuristically prove this using a change of variable, but as a strict mathematical matter this should be considered to be a definition.
In your case, $f(p)=\sqrt{p^2-m_2^2}+\sqrt{p^2-m_3^2}-m_1$. This function is increasing for $p \ge \max \{ |m_2|,|m_3| \}$, decreasing for $p \le -\max \{ |m_2|,|m_3| \}$, and not real-valued elsewhere. It is also even. So for fixed $m_2,m_3$ and sufficiently large $m_1$, $f$ has two roots, both of which satisfy the assumptions above.