The concept of a 4th dimension is difficult for creatures who live in three dimensions to visualize. Enter Adrian Ocneanu, a math professor at Penn State who has created an "octacube" that depicts a three-dimensional "shadow" of a four-dimensional solid object.
The sculpture, described as "a giant puzzle" of 96 triangular faces cut from stainless steel, has windows cut within its faces that allow the viewer to see inside the object. Read more at Physorg.com(1) or watch(2) an animation of the sculpture (requires Flash).

1. http://www.physorg.com/news7409.html
2. http://www.science.psu.edu/alert/videoclips/octacube%20anim.swf