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Aw, the first thing that comes to mind is the famous Turducken. Turducken - Wikipedia, the free encyclopedia It is a partially de-boned turkey stuffed with a de-boned duck which was stuffed with a small de-boned chicken. From my understanding this comes from the mid-evil practice of sticking animals inside each other and cooking them over a fire.
I guess Turducken is a good example. Can't think of any other good examples of cooking food inside food, spring rolls maybe? Aside from Turducken, roasted stuffed chicken is my favorite with herbed potatoes and carrots inside it!