bar.rb

class Bar < ActiveRecord::Base
  belongs_to :foo
  has_many :bazs

  accepts_nested_attributes_for :bazs
end

baz.rb

class Baz < ActiveRecord::Base
  belongs_to :bar
end

Console

Started POST "/foos" for 127.0.0.1 at 2014-12-13 11:00:53 +0100
Processing by FoosController#create as HTML
  Parameters: {"utf8"=>"✓", "authenticity_token"=>"eLWiAFnILPySsw/b5h+BRtsk0UTbNJlsiTnllXvJuLuZGtxprb4lYTBmnvXsWqbmYnl3Rls0nW1tLz4+ydlu/w==", "foo"=>{"name"=>"foo", "bars_attributes"=>{"0"=>{"name"=>"bar1", "bazs_attributes"=>{"0"=>{"name"=>"baz1"}}}, "1"=>{"name"=>"bar2", "bazs_attributes"=>{"0"=>{"name"=>"baz2"}}}}}, "commit"=>"Create Foo"}
Completed 500 Internal Server Error in 1ms

ActionView::MissingTemplate (Missing template foos/create, application/create with {:locale=>[:en], :formats=>[:html], :variants=>[], :handlers=>[:erb, :builder, :raw, :ruby]}. Searched in: ...

foo.rb

class Foo < ActiveRecord::Base
  has_many :bars

  accepts_nested_attributes_for :bars
end

foos_controller.rb

class FoosController < ApplicationController
  def new
    @foo = Foo.new
    @foo.bars.build
    @foo.bars.build
    @foo.bars.first.bazs.build
    @foo.bars.last.bazs.build
  end

  private

  def foo_params
    params.require(:foo).permit(:name, bars_attributes: [:name, bazs_attributes: [:name]])
  end
end

new.html.erb

<%= form_for @foo do |f| %>
  <p><%= f.text_field :name %></p>

  <%= f.fields_for :bars do |bar| %>
    <%= bar.text_field :name %>

    <%= bar.fields_for :bazs do |baz| %>
      <%= baz.text_field :name %>
    <% end %>
  <% end %>

  <p><%= f.submit %></p>
<% end %>

routes.rb

Rails.application.routes.draw do
  resource :foos
end