Does the National Aquatics Centre in Beijing count? It illustrates the Weaire-Phelan 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 three-dimensional geometry page of this wonderful collection.
Finally, a shameless plug of one of my own questions.