If you're in the mood for an entertaining 4 minutes of paper folding games, check out this video on hexaflexagons that 
avon_deer pointed out:
And if, after watching, you're utterly baffled by what's going on there, Wikipedia has an article (with room for improvement). There's also flexagon.net, which has templates for making your own and more; I've just tried it, and by Celestia's beard, it's working! :D
