You could do this using the new UltraControlContainerEditor component. You would have to have a grid cell that contained a value that can be used as the DataSource of another grid. So your column's data type could be an IList or a IBindingList.

However, I'm not sure it's a good idea.. This could cause a performance problem to have so many grids inside cells constantly painting.

I can see that this is already being discussed in the following forum thread, so can we focus on it: http://es.infragistics.com/community/forums/p/78808/398164.aspx#398164.