C++ vector literals, or something like them

In C++0x you will be able to use your desired syntax:

vector<vector<vector<string> > > vvvs = 
    { { {"x","y", ... }, ... }, ... };

But in today’s C++ you are limited to using boost.assign which lets you do:

vector<string> vs1;
vs1 += "x", "y", ...;
vector<string> vs2;
...
vector<vector<string> > vvs1;
vvs1 += vs1, vs2, ...;
vector<vector<string> > vvs2;
...
vector<vector<vector<string> > > vvvs;
vvvs += vvs1, vvs2, ...;

… or using Qt’s containers which let you do it in one go:

QVector<QVector<QVector<string> > > vvvs =
    QVector<QVector<QVector<string> > >() << (
        QVector<QVector<string> >() << (
            QVector<string>() << "x", "y", ...) <<
            ... ) <<
        ...
    ;

The other semi-sane option, at least for flat vectors, is to construct from an array:

string a[] = { "x", "y", "z" };
vector<string> vec(a, a + 3);