I have a simple RadGrid with one DetailTable and when I click on the expanding arrow the whole RadGrid collapses (even the MasterTable) and all i see is a line, like the one you see when you have a RadGrid without datasource.
When you use different DataSourceID of every GridTableView, you need to set proper declarative relations.
For a live example that used declarative relations to generate a three-level hierarchy, see Three level hierarchy.
Please give it a try and let me know if you are still having issues implementing the functionality.
I ahve taken the code from the demo suggested in one of the above answers and just replaced the datasource with and ObejctDataSource instead of SqlDataSource. Are there any demos that uses ObjectDataSource?