Ruby supports recursive arrays (that is, self-containing arrays):
a = []
# => []
a << a
# => [[...]]
a.first == a
# => true
Ruby supports recursive arrays
To me the question is why should it not support it?
An Array is simply a collection of references. Should it check each element and throw an error if one of the refers to the collection itself, so prevent recursion or using it for graphs like Phrogz' example.
So I don't think it's a feature, but if it would be, most languages I know has it, even Java.. Just use Object as Array elements.