Enclave
An enclave is a territory (or part of a territory) entirely surrounded by the territory of another state. Strictly speaking, it is an "enclave" from the perspective of the surrounding state and an "exclave" from the perspective of the state it belongs to.
Notable examples include Vatican City and San Marino (independent states within Italy), Lesotho (surrounded by South Africa), and Russia's Kaliningrad (between Lithuania and Poland).