class Warcraft 

  def initialize &block
    instance_eval &block
  end

  def method_missing name, *args, &block
    instance_variable_set("@#{name}".to_sym, args[0])
    self.class.send(:define_method, name, proc { instance_variable_get("@#{name}")})
  end

  def game &block
    @game = Game.new &block
  end

  class Game 
    def initialize &block
      instance_eval &block
    end

    def method_missing name, *args, &block
      instance_variable_set("@#{name}".to_sym, args[0])
      self.class.send(:define_method, name, proc { instance_variable_get("@#{name}")})
    end   
  end

end

warcraft = Warcraft.new do
  name "Warcraft III"
  battle_net :iccup

  game do
    side :sentinels
    hero "Furion"
    rune_appear_every 2
  end
end

puts warcraft.inspect # => #<Warcraft:0x00000000be3e80 @name="Warcraft III", @battle_net=:iccup, @game=#<Warcraft::Game:0x000000009c6c38 @side=:sentinels, @hero="Furion", @rune_appear_every=2>>

How to access nested methods?

puts warcraft.battle_net # => iccup
puts warcraft.side #=> #<Proc:[email protected]:9 (lambda)>
puts warcraft.game #=> dsl.rb:18:in `instance_eval': block not supplied (ArgumentError)
puts warcraft.game.side #=> dsl.rb:18:in `instance_eval': block not supplied (ArgumentError)