foo.rb

class Foo
  autoload :Bar, 'foo/bar'
  autoload :Baz, 'foo/baz'
end

foo⁄bar.rb

require 'foo'

class Foo::Bar
end

foo⁄baz.rb

require 'foo'

class Foo::Baz
  autoload :Qux, 'foo/baz/qux'
end

foo⁄baz⁄qux.rb

require 'foo/bar'

class Foo::Baz::Qux
end