SPOILER ALERT for Diane Gabaldon's Outlander series.
According to Dictionary.com a "frame story" is "a secondary story or stories embedded in the main story." It's a literary device that has fallen somewhat out of favor, but you can still find examples. Marion Zimmer Bradley's 1987 novel The Firebrand has traditional framing story. A bard arrives to tell the tale of Troy. Sadly, he has it wrong, and an old woman, who happens to be Kassandra, sets him straight. The bard's visit is the frame.
The second book in Diane Gabaldon's Outlander series, A Dragonfly in Amber, uses a modified frame story. A brief word about Outlander to put the next novel in context. Claire passes through a stone circle and finds herself a bit over two hundred years in the past - in 1743.
THIS IS WHERE THE SPOILERS START . . . read on at your own risk.
Claire finds love in 1743, in the form of Jamie Frazier. Together they try to stop a war, and fail. At the end of Outlander, Claire returns to 1946 (her own time), and Jamie is off to battle at Culloden, where most of the Scottish army will die.
A Dragonfly in Amber starts in 1968. Claire has returned to Scotland to tell her daughter about her true father, Jamie, and learn what happened to Jamie after she left him in 1746. She learns that Jamie didn't die at Culloden as they both presumed he would. As Claire uncovers the historical records that allow her to piece together Jamie's life, the reader travels back in time to live those events with Jamie.
Could the story have been told without a frame? Of course. Ms. Gabaldon could have followed Jamie through the twenty years of separation and then surprised him (and the reader) when Claire returned. She could have told Jamie's story through the historical records Claire unearthed without taking us back to that timeline. She chose to show us both time lines through to the point where they intersected. In doing so, a framing story was probably her best literary device.
Before I get flamed for criticizing the story, I think Ms. Gabaldon's series, including Dragonfly in Amber, is excellent. She writes about characters you can love, and a few you can really hate. I recommend that you read them, if you haven't already. But, the reason the framing story in Dragonfly didn't work for me was because it resolved the major question from Outlander (whether Jamie survived Culloden) far too early. The driving question for the first half of the book then became "would Claire go back to him?" It too had an obvious answer. So, for me, the frame became a distraction to the main story - what happens when they get back together.
Framing stories can work, but you always give away some of the tension by using one. In The Firebrand the reader doesn't worry about whether Kassandra survives returning home with Agamemnon. We know she does at the outset of the story because she's telling it. In Dragonfly in Amber, the reader knows Jamie survived Culloden because Claire finds the record showing he did.
Before you decide to use one, ask yourself what you are giving up. If the price is too high, you might want to reconsider your approach.