These are commonly called Russian Dolls. The name in Russian is Matryoshka doll. they are known as a set of nesting dolls made of wood containing identical or differently painted smaller dolls in decreasing sizes. The first Russian nested doll set was carved in 1890 by Vasily Zvyozdochkin from a design by Sergey Malyutin, who was a folk crafts painter at Abramtsevo. See Wikipedia: Matryoshka doll.