Hi Bobbi,
I am pretty sure that what you are describing is Marble Rye Bread. Recipes for this are a bit involved since it involves two kinds of bread, Pumpernickel and Rye and, thus, two recipes. You may also have seen a marble type of bread made with a combination of whole wheat and white bread which, you could probably figure out since it sounds like you make bread. At any rate, here are 2 recipes, which I have not made, for Marble Rye Bread. Good luck, Bobbi!

Marble Rye Bread (Bread Machine)
PLEASE READ INSTRUCTIONS CAREFULLY

1 1/8 cups water
4 teaspoons butter
2 1/4 cups bread flour
3/4 cup rye flour
2 1/2 tablespoons sugar
1 1/4 tablespoons salt
1 tablespoon cornmeal
1 1/2 teaspoons caraway seed
3 teaspoons active dry yeast
1 teaspoon carmel color -- see recipe

Place all ingredients in your machine's fully assembled pan in the order specified by your machines manufacturer. Select the dough cycle and press start.

Once the dough cycle has completed remove 1/2 of the dough, leaving the other half in the machine. Add 1 tsp. caramel color to the dough in the machine - more if you want it really dark.

Select the dough cycle and press start. Once the carmel color has been mixed in and it is an even color, stop the machine and remove the dark dough.

Next grease a bread pan and start pulling off hunks of the two colored doughs and placing them in the bread pan.
Once both colors of dough have been placed in the pan, cover the pan and place in a warm place to rise until doubled.

Preheat your oven to 350 degrees and place the bread in the hot oven. Bake for about 40 minutes or until a thermometer inserted in the center reads 200 degrees F. Remove from oven and allow to cool for at least 30 minutes.
MARBLE RYE
Source: St. Louis Post Dispatch, 5/13/98

For rye sourdough starter:

1/4 teaspoon active dry yeast
1 cup warm water (110 to 115 degrees Fahrenheit)
1 1/2 cups unbleached all-purpose flour
1/2 cup rye flour

For pumpernickel starter:

1/8 teaspoon active dry yeast
1/2 cup warm water
2 tablespoons warm water (110 to 115 degrees Fahrenheit)
1 cup unbleached all-purpose flour
1/3 cup rye flour

For rye dough:

2 teaspoons active dry yeast
1 cup warm water (110 to 115 degrees Fahrenheit)
1 tablespoon salt
3 tablespoons vegetable oil - divided
2 tablespoons granulated sugar
3 tablespoons caraway seeds
2 1/2 cups unbleached all-purpose flour
1 1/2 cups rye flour, or more as needed

For pumpernickle dough:

1 1/4 cups warm water(110 to 115 degrees)
1 envelope active dry yeast
1 cup brewed coffee - at room temperature
1/2 cup unsulphured molasses
1 cup coarse wheat bran
1/2 cup rye flour
1/3 cup unsweetened cocoa powder
1/4 cup packed dark brown sugar
6 cups whole-wheat flour (up to 6- 1/4 cups)
1 tablespoon salt
1 tablespoon vegetable oil
Yellow cornmeal, for the baking sheet

For starch wash:

1 cup water
1 teaspoon cornstarch
To prepare Sourdough Starter for rye dough: Start the day before you plan to bake the bread. Stir yeast into warm water in a medium bowl. Set aside until foamy, about 5 minutes. Add both flours, mix them into the yeast mixture with your hands until incorporated. Cover bowl loosely with plastic wrap and set aside in a warm place overnight.

To prepare Pumpernickel Starter: Start the day before you plan to bake the bread. Stir yeast into warm water in a medium bowl; set mixture aside until foamy, about 5 minutes. Add both flours and stir until combined. Cover bowl with plastic wrap and allow to sit at room temperature overnight.

To prepare Rye Dough: Stir yeast into warm water in a large bowl, set aside until foamy, about 5 minutes. Add reserved rye starter, stir to blend. Add salt, 2 tablespoons oil, sugar and caraway seeds; mix well.

Gradually add all-purpose flour and 1- 1/2 cups rye flour, mixing with your hands until a stiff dough forms.

Turn dough out onto a lightly floured work surface. Knead until dough is smooth and elastic, about 10 minutes, adding more rye flour if needed. Generously grease a large bowl with remaining 1 tablespoon oil. Form dough into a ball, add to bowl, turning to coat with oil.

Cover bowl loosely with plastic wrap. Set aside in a warm place until the dough has doubled in volume, about 1 hour.

To prepare Pumpernickel Dough: Pour warm water into a large bowl; stir in yeast. Add pumpernickel starter along with coffee, molasses, wheat bran, rye flour, cocoa powder and brown sugar. Mix well.

Add 6 cups whole-wheat flour and salt. Mix until a stiff dough forms. Turn dough out onto a lightly floured work surface, knead until a smooth dough forms, about 10 minutes. If dough is too sticky, knead in remaining 1/4 cup whole-wheat flour.

Grease a large bowl with oil. Add dough, turning to coat with oil. Cover bowl loosely with plastic wrap. Set aside in a warm place until the dough has doubled in volume, about 1 hour.

Sprinkle a large baking sheet with cornmeal.

Return both risen doughs to a work surface. Divide each in half.

Push each half of dough into an 8-inch square. Place 1 square of pumpernickle dough on top of 1 square of rye dough, roll up doughs together, tucking the ends underneath and shaping the combination into a round.

With both hands, roll the round back and forth, flattening and shaping it into a smooth oval loaf. Repeat with other 2 squares of dough.

Place loaves seam side down onto prepared baking sheet. Cover loosely with plastic wrap. Let rise 1 hour in a warm place.

Preheat oven to 425 degrees Fahrenheit. Fifteen minutes before baking time, fill an 8-inch square baking dish with boiling water, place on the bottom oven rack to create steam.

Using a razor blade or a small sharp knife, slash each loaf diagonally, about 1/4- inch deep, in 4 places. Bake loaves in the center of the oven until they are browned and sound hollow when tapped on the bottom. (Cover loaves with aluminum foil if they are browning too quickly.)

While bread is baking, prepare Starch Wash.

Combine water and cornstarch in a small saucepan. Bring to a boil, stirring to dissolve the cornstarch, let boil for 30 to 45 seconds. Remove from heat and let cool to room temperature. Brush hot loaves with starch wash. Let bread cool on a wire rack.

NOTES: This recipe is adapted from "USA Cookbook" by Sheila Lukins, and "The Neighborhood Bakeshop" by Jill Van Cleave. This recipe was tested by the St. Louis Post Dispatch. This recipe represents the Marble Rye as portrayed in 'Seinfeld,' the sitcom.