By constructing a custom integration element, you can then integrate over that subdomain. Hopefully this helps.
from dolfin import *
mesh = UnitSquareMesh(256, 256)
V = FunctionSpace(mesh, 'CG', 2)
u = interpolate(Expression('x[0]*x[0] + x[1]*x[1]'), V)
cf = CellFunction('size_t', mesh, 0)
region = AutoSubDomain(lambda x, on: x[0] <= 0.25 and x[1] <= 0.25)
region.mark(cf, 1)
dx_sub = Measure('dx', subdomain_data=cf)
print assemble(u*dx_sub(1))