In dolfin 1.5.0 with CGAL support I can generate a 2D mesh with subdomain, for example:
from dolfin import *
domain = Circle(0,0,1.0)
domain.set_subdomain(1, Circle(0,0.8,0.05))
mesh = Mesh(domain,40)
V = FunctionSpace(mesh, 'Lagrange',1)
Now I want to define f=CellFunction("size_t",mesh) and set this function to 1 inside subdomain and 0 otherwise. I can test that I'm inside subdomain just geometrically like distance((0.8,0),x)<0.05, but I suppose there must exist a method for marking subdomains based on the initial CGAL construction, which can work on arbitrary subdomains inside a mesh.