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In The Wise Man's Fear, a story within a story tells of Jax, a boy who is shown many wonderful things, none of which make him happy.
Little Daylight is a fairy tale written by George MacDonald and included as a story within a story in At the Back of the North Wind, published in 1871.
The music video of the song is a comedic spoof of a stereotypical 1970s-era hospital soap opera (General Hospital in particular), and is essentially a "show within a show".
The film within a film, in the movie theater scene, is a parody of My Dinner with Andre (1981).