Does the <a href="http://en.wikipedia.org/wiki/Beijing_National_Aquatics_Center">National Aquatics Centre</a> in Beijing count? It illustrates the <a href="http://en.wikipedia.org/wiki/Weaire–Phelan_structure">Weaire-Phelan structure</a>, a recent (and the first) counterexample to Kelvin's conjecture.

<a href="http://www.sciencemuseum.org.uk/images/I065/10328078.aspx">Here's</a> one of a large number of nice mathematical sculptures at the Science Museum in London.

<a href="http://www.cs.ubc.ca/nest/imager/contributions/snoeyink/sculpt.html">This sculpture</a> is made of 30 interlocking pieces and requires many hands to assemble or disassemble.

<a href="http://steve.brim.net//star.html">This sprinkler</a> illustrates a theorem that a 3d solid can be constructed to cast any desired set of silhouettes (also illustrated on the cover of <i>Gödel, Escher, Bach</i>).

The last three were found on the three-dimensional geometry page of <a href="http://www.ics.uci.edu/~eppstein/junkyard">this wonderful collection</a>.

Finally, a shameless plug of <a href="http://mathoverflow.net/questions/32068/the-gomboc-and-monostatic-objects">one of my own questions</a>.