Story structure
Frame story
A narrative structure where an opening story introduces a second, more emphasized narrative or a set of shorter tales within it.
A frame story (also frame tale, framing device or nested narrative) is "the literary technique and narrative structure in which an opening narrative introduces either a more emphasized second narrative or a set of shorter tales." The inner story carries the detail while the frame supplies context the reader would otherwise lack. One Thousand and One Nights is the classic, with Shahrazad telling tales to the Sultan, some containing further frames; The Canterbury Tales, Wuthering Heights and the nested "Chinese box" structure of Frankenstein are the standard Western examples.
A frame may return at the end, but recurrence is one variant, not the rule; what defines the device is leading the reader "from a first story into one or more other in-depth stories within it." For serial writers a frame is a long promise: it has to stay consistent for the whole run, so it belongs in the story bible from chapter one. See choosing a structure for a web serial.