gistfile1.rb

class API
  class Entities::Property <Foo::Entity
    # ...
  end
end

# Other file

class API < Foo::API
  module Entities; end
  # ...
end

Dir[File.expand_path('../entities/**/*.rb', __FILE__)].each do |file|
  require file
end


# ---- OR ----

class API
  module Entities
    class Property < Foo::Entity
    end
  end
end

# Other file
class API < Foo::API
  # ...
end

Dir[File.expand_path('../entities/**/*.rb', __FILE__)].each do |file|
  require file
end