Picture in a picture in a picture... and Pjotro dancer

First, check this site out of a picture within a picture withing a picture. I can go forever just clicking on the pics. I'm sure this thing has a name, I just forgot it...

Second thing is this Pjotro dancer (russian?) you can choose his moves, that change the music, then save the video or music as an mp3 and send it to yourself.