The individual areas are generally nodes tagged leisure=park with names like "Patapsco Valley State Park - McKeldin Area". The whole park-in-a-park thing feels a little off to me, but it does get the names rendered on the default map. :-/
This sounds similar to what in our California State Parks system are known as "units." These are discontiguous (don't touch each others' borders) park areas represented in OSM as either polygon or multipolygon, but are named similarly. For example, "Henry Cowell Redwoods State Park" and "Henry Cowell Redwoods State Park (Fall Creek Unit)." I agree, this doesn't seem ideal, and perhaps a super-relation to tie them all together would be yet more accurate, but this naming convention both seems correct and "gets the job done" (e.g. causes a pleasing rendering that conveys the correct names).
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