Sweet, I knew you'd have one, Andrew. ;-)
B_Cary: I don't know if Phobos and Deimos can do that to one another, but spacecraft have observed eclipses by large moons before. It's very scientifically useful. Cassini got some great pictures while in Titan's shadow, for instance. It looks much like an annual solar eclipse on Earth, because the sunlight is being defracted through Titan's atmosphere. For Saturn, it's easier right now, near the equinox; the rest of Saturn's long year, it's not so easy for shadows to fall on other moons.
Titan while in Saturn's shadow (dimly lit by sunlight diffracted through the atmosphere of Saturn):
Janus with the shadow of Saturn's rings passing over it:
Titan eclipsing the Sun:
Titan's shadow transiting Saturn (a solar eclipse on Saturn, basically):
Saturn's rings sitting on Mimas like a cap:
Io eclipsed by Jupiter, but still quite bright in places (by New Horizons):
Phobos moving into Mars' shadow, taken by Spirit:
Phobos and Deimos, both eclipsing/transiting the Sun, taken by Opportunity (at different times); the littler one is Deimos:
There are also lots of pictures of one moon eclipsing another in the Cassini collection, but both objects are illuminated; they are eclipsing one another from Cassini's point of view, not eclipsing the Sun.