Python 2.6: Class inside a Class?

class Second:
    def __init__(self, data):
        self.data = data

class First:
    def SecondClass(self, data):
        return Second(data)

FirstClass = First()
SecondClass = FirstClass.SecondClass('now you see me')
print SecondClass.data

It sounds like you are talking about aggregation. Each instance of your player class can contain zero or more instances of Airplane, which, in turn, can contain zero or more instances of Flight. You can implement this in Python using the built-in list type to save you naming variables with numbers.

class Flight(object):

    def __init__(self, duration):
        self.duration = duration


class Airplane(object):

    def __init__(self):
        self.flights = []

    def add_flight(self, duration):
        self.flights.append(Flight(duration))


class Player(object):

    def __init__ (self, stock = 0, bank = 200000, fuel = 0, total_pax = 0):
        self.stock = stock
        self.bank = bank
        self.fuel = fuel
        self.total_pax = total_pax
        self.airplanes = []


    def add_planes(self):
        self.airplanes.append(Airplane())



if __name__ == '__main__':
    player = Player()
    player.add_planes()
    player.airplanes[0].add_flight(5)

I think you are confusing objects and classes. A class inside a class looks like this:

class Foo(object):
    class Bar(object):
        pass

>>> foo = Foo()
>>> bar = Foo.Bar()

But it doesn't look to me like that's what you want. Perhaps you are after a simple containment hierarchy:

class Player(object):
    def __init__(self, ... airplanes ...) # airplanes is a list of Airplane objects
        ...
        self.airplanes = airplanes
        ...

class Airplane(object):
    def __init__(self, ... flights ...) # flights is a list of Flight objects
        ...
        self.flights = flights
        ...

class Flight(object):
    def __init__(self, ... duration ...)
        ...
        self.duration = duration
        ...

Then you can build and use the objects thus:

player = Player(...[
    Airplane(... [
        Flight(...duration=10...),
        Flight(...duration=15...),
        ] ... ),
    Airplane(...[
        Flight(...duration=20...),
        Flight(...duration=11...),
        Flight(...duration=25...),
        ]...),
    ])

player.airplanes[5].flights[6].duration = 5