You can assign it to a variable in the outer function. This will form a closure and the inner function will have access to the outer variable:
itemData["segmentos"] = {};
$("[id^='item-segmentos-']").each(function() {
var outerthis = this;
$("[id^='item-tipo-']").each(function() {
itemData["segmentos"][$(outerthis).val()] = $(this).val();
});
});
But note that jQuery passes the index and element as parameters to your callback, which can make for clearer code, e.g.
itemData["segmentos"] = {};
$("[id^='item-segmentos-']").each(function(oIndex, outerElement) {
$("[id^='item-tipo-']").each(function(iIndex, innerElement) {
itemData["segmentos"][$(outerElement).val()] = $(innerElement).val();
});
});