Try using food coloring to make one of the liquors match the color of the other one. For example, rum & vodka, then use a different color in the middle.
Though impractical, brine from the ocean sometimes drops to the bottom of the sea floor and refuses to mix with the rest of the ocean. If taste wasn't an issue, you could make one super-saturated with salt so it sinks.
Also, vary the temperatures of the same liquor, so the colder batch sinks. If you freeze it to near it's freezing point, perhaps with liquid nitrogen or dry ice, and keep another batch near the boiling point, perhaps in an oven, then they would not mix readily. You'd have to gently spoon it into the glass.
A combination of the above will also work.