Either intentionally or unintentionally. Include location and sculptor, if known.

The Mathematical Research Institute in Oberwolfach have a sculpture on their grounds depicting Boy's surface: 


The centrepiece of McAllister building, which houses the math department at Penn State, is the Octacube, designed by Adrian Ocneanu. There's a bit of a description of the mathematics behind the Octacube on the Penn State website, but unfortunately, that's the most material that I can find online. There are all kinds of animations set up to display on a computer terminal in McAllister building, but they don't seem to be available online anymore. Very briefly, the mathematics of the sculpture is as follows: consider the fourdimensional regular convex polytope whose vertex set is the union of the vertex sets for the fourdimensional cube {(±1,±1,±1,±1)} and the fourdimensional octahedron {(±2,0,0,0), (0,±2,0,0), (0,0,±2,0), (0,0,0,±2)}. Consider the 1skeleton of this polytope (vertices and edges), and project radially to S^{3} ⊂ ℝ^{4}. Project the resulting "inflated polytope" stereographically to ℝ^{3}, and "fatten" the edges so that a crosssection of an edge is no longer just a point, but a Yshape (see the corners of the sculpture). What you get is the sculpture shown. 


Adding to the list two of my favorite mathematical sculptors: George Hart: http://www.georgehart.com/sculpture/sculpture.html Bathsheba: Finally, there are a lot of nice things at the new Geometry Playground in the Exploratorium, for anyone coming through the SF bay area: 


Helaman Ferguson. My department has one of these in the main office: Keizo Ushio. He made this during the 2006 ICM in Madrid: 


MoMath, in partnership with Make, has a regular feature on DIY math sculptures. I personally like the space filling curve made of steel pipe ells by Chaim GoodmanStrauss and Eugene Sargent. 


I suspect that the Octacube is also the only mathematical sculpture (possibly the only mathematical topic?) to appear in the journal Playboy (March 2006). 


A month ago our team completed, over four days, a very large geometric sculpture out of 20 tons of snow. Eva Hild of Sweden designed it and came over to work with us. The complete story is at http://stanwagon.com/snow/breck2011/index.html The videos linked at the top of the page allow you to walk around the work. Stan Wagon 


I think tensegrity sculptures are cool. Kenneth Snelson does a lot of these. 


Alessandro Giorgi has made a bunch of statues concerned with the mathematics of juggling, e.g. 1 and 2. 


at Ohio State ... The Garden of Constants is a sculptural garden of large numerals that highlight the activities performed in nearby College of Engineering buildings. The installation, by Barbara Grygutis, includes a black walkway featuring 50 individual formulas cast in bronze and embedded in handmade pavers. The Garden of Constants is on the lawn of Dreese Laboratories. 


Stan Wagon (with various collaborators) is known to make snow sculptures that are mathematically pleasant. 


The MSRIs eightfold way 


Check these out...they spring into shape by creating parallel folds on an initial paper shape: http://erikdemaine.org/curved/ Erik Demaine is a mathematician (computational geometer) at MIT. 


Cliff Stoll makes Klein bottles and sells them too. He's made the "worlds biggest klein bottle". You can see that here. 


"Tucker's group of genus 2" by Duane Martinez and DeWitt Godfrey http://www.colgate.edu/news/blog/archives/archivedisplay?nwID=5031 http://commons.wikimedia.org/wiki/File:Tucker%27s_Genus_Two_Group.jpg 


I like the 4 dimensional mathematical sculptures by Bathsheba Grossman, such as the 24cell: http://www.bathsheba.com/math/24cell/24cell_new_th.jpg Are the cryptographic sculptures by Jim Sanborn  Cyrillic Projector, etc.  close enough to a "mathematical sculpture"? 


The sculptures of Morton C Bradley are not so widely known. He was originally an art conservator in Boston, but he also explored geometric shapes and color to create many sculptures. They are "a reflection of his fascination with the science of color, his admiration for traditional patterns, his exploration of mathematical designs." (Quote from web site below.) He never sold a single piece of work. At his death he donated his entire estate to Indiana University. The IU Art Museum is cataloging his work and arranging exhibits. They've created a web site http://www.iub.edu/~iuam/online_modules/bradley/ that discusses and displays some of his work. In comparison with other work already mentioned here, perhaps the most significant thing is his deep exploration of color in his sculptures. 


I am by coincidence in Paris at this moment, attending a meeting (the first) of ESMA, the European Society for Math and Art. George Hart is giving a talk in two hours on his sculpture. The website of ESMA is here: http://mathart.eu/ and the program of the meeting here: http://mathart.eu/en/conf10program.html, and a web tour of the associated exhibition is here: http://mathart.eu/ihp10/index.html There was a talk yesterday about Stan Wagon's snow sculptures by John Sullivan, one of the team. 


Borromean rings on campus of George Washington University in Washington, DC; unfortunately, I didn't make a note of the name of the artist. http://www.maths.mq.edu.au/~gerry/IMG.jpg 


There are a few lying around Fine Hall in Princeton. One I think is "Five Disks: One Empty" by Alexander Calder. There's also Marc Pelletier's "Polydodecahedron" which was gifted to JH Conway. http://www.princetonoccasion.org/quarkpark/pages_statements/Conway.html There's also this big Obelisk in the common room (or did it get moved recently? I seem to remember its relocation when they redid the flooring). I had forgotten what it is actually called and what mathematics it is supposed to represent. Someone should edit this to add in the details. 


Does the National Aquatics Centre in Beijing count? It illustrates the WeairePhelan structure, a recent (and the first) counterexample to Kelvin's conjecture. Here's one of a large number of nice mathematical sculptures at the Science Museum in London. This sculpture is made of 30 interlocking pieces and requires many hands to assemble or disassemble. This sprinkler illustrates a theorem that a 3d solid can be constructed to cast any desired set of silhouettes (also illustrated on the cover of Gödel, Escher, Bach). The last three were found on the threedimensional geometry page of this wonderful collection. Finally, a shameless plug of one of my own questions. 


Robert Longhurst made some surfaces as wood carvings. 


I've always liked Robert Engman's sculptures 


Miguel Berrocal. http://www.berrocal.net/index_eng.html I also remember a beautiful article by Martin Gardner on the mathematical aspects of his sculpture. 


Sugimoto Hiroshi has made some beautiful mathematical surfaces. They are described in his book Conceptual Forms and also in his web site. I have seen some of them "live" in the museum island of Naoshima. 


Jane and John Kostick make many mathematically inspired sculptures some of which can be seen here: http://www.jjkostick.com/jjkostick/Welcome.html For example, Jane made a coffee table whose base is a trefoil knot. For two more examples of sculptures that Jane built, please see the December 2008 issue of the Girls' Angle Bulletin, which can be downloaded from: http://www.girlsangle.org/page/bulletin.html 


I think there are some sculptures by Helaman Ferguson on the campuses of Macalester College and the University of St. Thomas, both in St. Paul, Minnesota. 


A ruled surface seen at the Peggy Guggenheim collection in Venice (I believe it is by Antoine Pevsner): 


Here are some sculptures by Henry Segerman: https://plus.google.com/u/0/photos/102006004474081559466/albums/5946201022131183089 


Most of the artistic work of the Italian Attilio Pierelli was inspired by mathematics and notably by the idea of representing the forth dimension. You can see some pictures of his "hyperspaces" at his site: www.pierelli.it/ 

