Architecture for "Overlapping Dimensions"?

Take a SQL RDBMS data warehouse -- typical facts and dimensions type layout. Say you want Orders x Country. Maybe a date field, an orders field, a country field. And then if you want a report/ software that slices by Continent? Easy country x continent dimensional table, right? But what's the proper architecture for overlapping dimensions? For instance maybe you want "Greater Country" that includes the UK, British Isles, Island of Ireland -- ... these are larger groups that contain overlapping smaller pieces. Northern Ireland for instance is a component of both the UK and Island of Ireland. What's the best architecture so that if an end-user select "UK" or "Island of Ireland" -- that Northern Ireland pops up? Without duplication? I guess there are several ways to do this --- I don't actually care about the UK ha it's just an example -- You have a small component Dimension A. You have a larger grouping Dimension B but A is not unique to a single B. Every "cube" based reporting system is anti-thetical to this, but there are use cases. Nor do you want to create tons of dimensions. Is the best method simply a dimensions table that shows full membership -- aka Northern Ireland - UK, Northern Ireland - Isle of Ireland .... then do a join, return distinct? Doesn't seem efficient but maybe that's the best way.