I'm looking to make something like this: 
I can only create a matrix on one entry so far. How would one do this?
Muchos gracias!
Matrix within a matrix
matrices
Related Solutions
I did this with stacks. Unfortunately, there is some tailoring that one must do, depending on the arrangement of boxes, so each particular image must be thought through. The \colblock[color]{rows}{content} is the basic unit. \belowbaseline[length]{} is used in \colblock to align boxes at their top. That and \belowbaseline[length]{} can be used in the code to shift/align boxes. Passing either of them a multiple of \baselineskip would allow some staggering in the vertical box placement.
If the \colblocks are allowed to be rectangular (I assumed square), let me know so that I may correct the answer.
\documentclass{article}
\usepackage{stackengine}
\usepackage{xcolor}
\usepackage{calc}
\newlength\mytemp
\newlength\myoffset
\myoffset=.5\ht\strutbox
\newcommand\colblock[3][blue!20]{%
\setlength\mytemp{#2\baselineskip}%
\setlength\mytemp{.5\mytemp-\myoffset}%
\belowbaseline[0pt]{%
\fboxsep=-\fboxrule\fbox{\colorbox{#1}{\rule[-\mytemp]{0ex}{#2\baselineskip}%
\makebox[#2\baselineskip]{$#3$}}}%
}}
\begin{document}
\[
\parenVectorstack{b_1 b_2 . . . . . b_n} =
\left(
\raisebox{4\baselineskip+.5\myoffset}{%
\def\stackalignment{l}\stackunder[0pt]{\colblock{2}{-2}\colblock{2}{-2}}%
{\colblock{6}{-1}\colblock[red!15]{4}{1}}%
}%
\right)
\parenVectorstack{a_1 a_2 . . . . . a_n}
\]
\end{document}
Please post complete minimal examples rather than code fragments. They make it much easier to help.
Maybe something like this?
I don't know why you would want 'Player Y' centred over any box, so I've assumed you don't really mean it.
\documentclass{article}
\usepackage{multirow,array}
\begin{document}
\begin{table}
\setlength{\extrarowheight}{2pt}
\begin{tabular}{cc|c|c|}
& \multicolumn{1}{c}{} & \multicolumn{2}{c}{Player $Y$}\\
& \multicolumn{1}{c}{} & \multicolumn{1}{c}{$A$} & \multicolumn{1}{c}{$B$} \\\cline{3-4}
\multirow{2}*{Player $X$} & $A$ & $(x,y)$ & $(x,y)$ \\\cline{3-4}
& $B$ & $(x,y)$ & $(x,y)$ \\\cline{3-4}
\end{tabular}
\end{table}
\end{document}
Or possibly
\begin{table}
\setlength{\extrarowheight}{2pt}
\begin{tabular}{*{4}{c|}}
\multicolumn{2}{c}{} & \multicolumn{2}{c}{Player $Y$}\\\cline{3-4}
\multicolumn{1}{c}{} & & $A$ & $B$ \\\cline{2-4}
\multirow{2}*{Player $X$} & $A$ & $(x,y)$ & $(x,y)$ \\\cline{2-4}
& $B$ & $(x,y)$ & $(x,y)$ \\\cline{2-4}
\end{tabular}
\end{table}
Best Answer
With
{pNiceMatrix}ofnicematrix.You need several compilations (because
nicematrixuses PGF/Tikz nodes under the hood).