Throughout the documentation you will notice that many of the endpoints include a relationships object inside of the data attribute. For example, if you are requesting a container the relationships will include shipment, and possibly pod_terminal and transport_events If you want to load the shipment and pod_terminal without making any additional requests you can add the query parameter include and provide a comma delimited list of the related resources: 
containers/{id}?include=shipment,pod_terminal
You can even traverse the relationships up or down. For example if you wanted to know the port of lading for the container you could get that with: 
containers/{id}?include=shipment,shipment.port_of_lading