In the Indian state of West Bengal lies a district known as Cooch Behar which is curiously merged with its neighbor, Bangladesh. The Indian land contains 92 Bangladeshi enclaves, and the Bangladeshi land contains 106 Indian enclaves.
The largest Indian enclave itself contains a Bangladeshi enclave, and that Bangladeshi enclave contains a bare hectare of Indian farmland known as Dahala Khagrabari. That makes Dahala Khagrabari the world’s only instance of an enclave in an enclave in an enclave.
See Concentric Landmarks.
01/23/2016 UPDATE: The two countries resolved the confusion in July 2015 by swapping enclaves. The Belgian town of Baarle-Hertog is still entertainingly confusing, though. (Thanks, Dan.)