Let $M,N$ be smooth compact oriented Riemannian manifolds with boundary. Suppose that both $M,N$ can be isometrically immersed in each other.
Must $M,N$ be isometric?
Does anything change if we also assume $\operatorname{Vol}(M)=\operatorname{Vol}(N)$?
Note: I assume $M,N$ are connected (Otherwise, as mentioned by Del, we can take $N$ to be two disjoint copies of $M$).
Of course, if both manifolds can be isometrically embedded in each other, then they are isometric.
This follows from volume considerations:
Suppose $i:M \to N,j:N \to M$ are isometric embeddings. Then, $i(M),M$ are isometric, hence $\operatorname{Vol}(M)=\operatorname{Vol}(i(M))\le \operatorname{Vol}(N)$. Similarly, $\operatorname{Vol}(N)\le \operatorname{Vol}(M)$. Thus, $\operatorname{Vol}(i(M))=\operatorname{Vol}(N)$. Since $i(M)$ is compact, it is a closed subset of $N$. Thus, if $i(M) \neq N$, then $N\setminus i(M)$ is open, and so has a positive volume, contradicting $\operatorname{Vol}(i(M))=\operatorname{Vol}(N)$. This shows $i,j$ are surjective, thus isometries.
Updades and Remarks:
$(1) \,$ If $M$, $N$ have no boundaries, the answer is positive. This follows easily from a metric argument.
Let $i:M \to N, j:N \to M$ be the given isometric immersions. Then $i(M)$ is clopen in $N$, hence $i$ is surjective. Similarly, $j$ is surjective.
A possible generalization to the case with boundaries:
Assuming that every smooth orientation preserving isometric immersion maps boundary into boundary (see this question), we know that $j \circ i(\partial M) \subseteq \partial M$, so we can imitate the above argument to this case:
First, we note $i(\partial M) \subseteq \partial N$ (since $j(N^0) \subseteq M^0$). It follows $i(M^o)$ is clopen in $N^o$, hence $i(M^o)=N^o$. Since $i(M)$ is closed in $N$, and contains the dense subset $N^o$, $i$ is surjective, and moreover $i(\partial M) = \partial N , i(M^o)= N^o$.
By symmetry, $j$ is surjective, and the same argument in the previous case imply $j \circ i:M \to M $ is a surjective nonexpanding map, hence a metric isometry. Then, the $1$-Lipschitzity of $i,j$ implies $i$ is a metric isometry. So, by the positive answer to this question $i$ is a smooth Riemannian isometry.
$(2)$ It is enough to prove that an orientation-preserving isometric immersion $M \to M$ is a Riemannian isometry. (and in particular maps $\partial M$ onto $\partial M$).
Indeed, let $i:M \to N, j:N \to M$ be the given immersions and assume the above statement holds. Then $j \circ i:M \to M$ is an isometry, and so $j \circ i(\partial M) = \partial M$. This implies that $i(\partial M) \subseteq \partial N$ (since $j(N^0) \subseteq M^0$).
Also, $j \circ i:M \to M$ is an isometry $\Rightarrow$ $i$ is injective and $j$ is surjective. By symmetry, $i,j$ are bijections.
Since we know that $i(\partial M) \subseteq \partial N , i(M^o)\subseteq N^o$, and $i$ is surjective it follows that $i(\partial M) = \partial N , i(M^o)= N^o$. Since $i$ is in particular a metric isometry, the positive answer to this question, shows $i^{-1}$ is smooth, hence $i$ is a Riemannian isometry.