A post that contains comments. Say you have:

  { id: 3, text: 'test', comments: [{ cid:4, bleh:5}, {c id:6, bleh:4}] } 

You give that to a model. It won't automatically create a collection with comments.

The idea behind backbone is that I could insert a new comment in the page by simply .add() something to the comments collection. Automatically, that would trigger a add/change event so that my view could update itself. However, it was really quite complicated to obtain that behavior.

I know it's a simple example but the more I used backbone, the more "simple" things like that happened where I had to dig into things I shouldn't have to.

I feel that simple cases should be simple while I would understand that complicated case might be more complicated. However, with backbone.js, I really feel that simple cases aren't that simple.

So given:

    window.Post = Backbone.Model.extend({...});
    window.Comments = Backbone.Collection.extend({...});
    var p = new Post(
      id: 3, 
      text: 'test', 
      comments: [
        { cid:4, bleh:5}, 
        {c id:6, bleh:4}
      ] 
    });

You want some way to declare that comments are Comments, so that it is always the case that:

    (p.attributes.comments instanceof Comments) === true 

And you also want:

    p.attributes.comments.add({...});

To trigger a 'change:comments' event on p, even though you aren't changing the reference to the comments collection, just changing its comments.

Do I understand you correctly?

I've found myself wanting this, too - I sometimes get confused as to which features I can use between models and collections.i

Yes, perfectly.