At the joint SDC Affiliate/Dept. of Labor session last year, I mentioned Geo within Geo on the Census Web Page, American Factfinder. After the session, about a half dozen people noted that they had no idea what I was talking about.
If you go to the Detailed Tables or Quick Tables, the tab on the right is Geo within Geo. You can find all the places within a county, or all the block groups in a place, or any of those designations that don't come up naturally (states in the country, counties in the state, county subdivisions in the county).
Beats the heck out of trying to find all the places in Westchester County on a map, which I once tried to do.