I just came across a remarkable passage from Heidegger quoted in Gallagher and Zahavi's The Phenomenological Mind. It's on page 124 in the chapter on Intentionality.
“A related point can be found in Heidegger, who denies that the relation between Dasein and world can be grasped with the help of the concepts ‘inner’ and ‘outer’:
In directing itself toward . . . and in grasping something, Dasein does not first go outside of the inner sphere in which it is initially encapsulated, but, rather, in its primary kind of being, it is always already ‘outside’ together with some being encountered in the world already discovered. Nor is any inner sphere abandoned when Dasein dwells together with a being to be known and determines its character. Rather, even in this ‘being outside’ together with its object, Dasein is ‘inside’ correctly understood; that is, it itself exists as the being-in-the-world which knows. Again, the perception of what is known does not take place as a return with one’s booty to the ‘cabinet’ of consciousness after one has gone out and grasped it. Rather, in perceiving, preserving, and retaining, the Dasein that knows remains outside as Dasein.” (1986/1996, p. 62)