Multi (More than 2) Level Form Relationships

Multi (More than 2) Level Form Relationships

I know that relationships are formed between 2 forms using lookup fields.  Is there a way to add a 3rd level to the relationship?  For example I have an app that contains Sales Orders.  Each Sales Order has multiple Shipments and each shipment has multiple Inventory items.  So I have a 1:M relationship between the "Sales Order" form and the "Shipments" form.  And I also have a 1:M relationship between my "Shipments" form and my "Inventory" form.  I need to create an invoice that has fields from all 3 forms.  When I try to create a report there's no way that I see for linking all 3 forms in a single report.

Any advice?  I did a workaround for something similar, by creating a 4th form that pulled together all the data elements I needed, but was looking for a more efficient, easier to maintain method for doing this.