Above is a neat model, by Puriri deVry, based on the Escher print Ascending and Descending (click image for details). The illusion is explained by Andrew Lipson here.
Here is an interesting educational use of LEGO® which I have not seen before – molecular models (full details in the PDF file here).
See also this post by “supercatfish” for a slightly more complex example, involving burning propane (which I discussed in my kitchen chemistry post series).
Geeks are Sexy alerts me to this nifty LEGO model of the Curiosity rover. It was designed by engineer Stephen Pakbaz, who worked on the real-life rover – see this interview with Stephen (Stephen now works with Orbital Sciences Corporation). The model features 6-wheel suspension and an articulated robotic arm.