The MIT Hunt had an amazing recursive puzzle. @Prestemon blogged his solve so you can experience the majesty without having to bust your own personal brain for eight hours. (Well, as I post this, he hadn't posted a completed solve yet. But maybe by the time you see this.) (The Mystery Hunt, of course had many many awesome puzzles. I'm just mentioning this one because the next time someone asks me what I mean by "recursion" in a puzzle, I'm trotting this one out as the $&#*ing epitome.)