The Borromean rings are quite possibly my favorite link. It's 3 circles in space, no two of which are linked, but together, they can't be unlinked. Fantastic. After completing the recent Menger sponge project, I still had lots of cards leftover, and these rings came to mind pretty quickly. So, several more hours of folding later, and I've got a decent model:
Click the picture (or the upcoming text link) for the Picasa gallery, with 2 more pictures (whoo! exciting!).
I'll probably not do too many more projects like this for a while. Of course, that'd probably change quickly if I found a nice model for the trefoil knot (as I've been hoping to stumble across for a while).