This is actually very easy to do, using web locations, so see
RobM's link about how to do it.
Here's an extreme example. My skin demo page, at the top level, is an album made with the
Neptune skin. It just points to eight separately-created albums, one for each of my skins.
https://jefftucker.jalbum.net/skins/
At the next level down, each page is made with the
Jupiter skin, and this is, once again, just an "album of albums," in which each thumbnail points to a separately-created album:
https://jefftucker.jalbum.net/skins/saturn/
Only when you get to the bottom layer do you actually encounter normal albums, in this case, each made with the
Saturn skin, like this one, demonstrating the use of folders in
Saturn:
https://jefftucker.jalbum.net/skins/saturn/folders/index.html