This question really gets into what it means for one thing to orbit another. Technically, the sun and Jupiter orbit a common center of gravity just a bit outside the body of the Sun. But if you got far enough away and watched the orbit sped up, the sun would be a tiny spot that barely seemed to move, and you would be comfortable saying Jupiter goes around the sun.
To get a nice hierarchical solar system, you would want the main star to be much more massive than the other stars. It's a judgement call just how much more massive it has to be. The sun is 1000 times as massive as Jupiter, but I think you would still say a star has a dominant position if it were only 100 times as massive as the other stars. A pretty small red dwarf has about a tenth the mass of the sun, and there are plenty of stars with ten times the mass of our sun. So, for a few million years, one of those massive stars could be the central star of such a system.
Alas, a few million, or at most a few hundred million, years is as long as such large stars last, so such a system would not last.
If you're happy accepting a 10-to-1 ratio, then you could put two or three red dwarfs, each with its own planets, around a star like the sun. They have to be pretty spread out, with really long orbits, so the different stars don't disrupt the orbits of each others' planets. And that means they ahve to be pretty far from other stars, just so the other stars won't disrupt the overall system. But all of that is possible and might actually happen in real life.
If you are fine with the larger stars in the system co-dominating, then, as another answer points out, the Alpha Centauri system is exactly what you're looking for, right on our doorstep.