Anybody got a quick list for me

[Kevinstat]

Iowa and Oregon have their House districts nested inside the Senate districts. Two House districts for each Senate district.

We do that too.

Minnesota and Maryland (for its house districts that don't take up an entire Senate district, because they only elect one or two Represenatives) use the number of the Senate district and a letter (A or B in Minnesota; A, B or (for Senate districts split into three single-member House districts) C for Maryland) in the "title" of House districts.  I'm not aware of any other states with nested districts that do that.  Having the House districts being numbered such that dividing that number by the House:Senate ratio and rounding up to the nearest integer if the quotient isn't an integer yields the number of the Senate District it is in seems common for states with nested districts, with Wyoming being an obvious exception.  Not sure if there are any others.

[Kevinstat]

While one of the criteria in California is that senate and house districts nest, this is not an absolute requirement.  I think the following might be a case where it might not be followed.

City A: 104% of assembly district, so legal (within 5% limit)

Cities B and C: 90% of assembly district, so too small for an assembly district.

City D: 201% of assembly districts, so can form 2 assembly districts.

Together A, B, and C have 97% of the ideal senate district population, and D has 100.5% of the population of a senate district.

So:
AD 1: City A (104%)
AD 2: Cities B and C, and Sliver (3.5%) of D: (97%)
AD 3: Part (48.3%) of D: (97%)
AD 4: Part (48.3%) of D: (97%)

SD 1: Cities A,B, and C  (97%)
SD 2: City D (100.5%)

I think California's non-nesting right now is a lot more widespread than that, and the main justification for it is that nesting limits the ability to maximize the number of minority-majority districts (particularly Hispanic-majority districts) for both the State Senate and the State Assembly.  Like you can draw a Latino Assembly district in Imperial and western San Diego counties and another Latino Assembly district in Orange County, but any of the Assembly districts the one in Imperial County at least borders would, if combined with that district to form a Senate district, form a Senate district that was majority White non-Hispanic.  See the Berkeley report "The Implications of Nesting in California Redistricting" (PDF).  From page 2 of that report, nesting did not seem to be a requirement in 2000 at all, but it may be now (barring federal court Voting Rights Act-based intervention, which would if anything only nullify any nesting requirement where necessary to achieve VRA goals) with the redistricting initiatives that have been passed.

[Kevinstat]

PA House Districts 71, 73, 76 are in the 35 Senate District

PA House Districts 171 and 82 are in the 34th Senate District.

PA House Districts 83, 84 and possibly 110 are in the 23 Senate District.

I'm sure there are more.

I don't think that's what HCPIAFM (Lewis Trondheim) had in mind (I'm assuming that there are some House districts partly (but not entirely) in each of those three Senate Districts; Pennsylvania could have some 4:1 nested "pairs" of House and Senate districts as Pennsylvania has 50 Senators and 203 Representatives, and 100.74% of 4/203 is approximately equal to 99.26% of 1/50).  At the risk of sounding rude, having some (or even a decent percentage in states with a high House district:Senate district ratio) House districts entirely within one Senate district is not really notable.  It's to be expected, perhaps, in corners of a state, particularly the pointier ones (eg. the two West Virginia panhandles, the Oklahoma panhandle and eastern Tennessee).  I imagine every Senate district in Maine has at least one House district entirely within each Senate district (of course, Maine's House:Senate member (and district) ratio is 4.31:1, like Pennslyvania's ratio higher than the national average so it would be more unnatural not to have a House district entirely within each Senate district than in most other states).  What's more notable is if all (or even most) Senate districts are made up entirely of whole House districts, not just containing one or more House districts which would be smaller (if both types of districts are single-member districts) after all.