3D composition layering, skybox rendering.

Hi, I am trying to find a way to render multiple scenes/actors/whatever on top of each other. Imagine drawing the skybox, then drawing the city and only then drawing the room with my character. I don’t want everything in one scene, because of scaling, z-buffer problems, etc. And I am unable to find how to do it, or where to start for several hours now. It feels to me like incredibly obvious feature (given that I could do that in OpenGL with like two lines of code), but I cannot see it anywhere.