Robert Lang, creator of delightful Origami insects and several Origami books & CD's (including Origami Design Secrets) has made an Origami Klein Bottle!
From a single sheet of paper with no cuts, Dr. Lang made this fully interlocking Klein Bottle. It's a gem!
Like Robert Lang's insects, this is a nontrivial folding. But yes, you can fold this yourself. This link gives details to the crease patterns.
This Origami Klein Bottle is not for sale, but Robert Lang's crease patterns (opus 444) are available at his website.
Other Klein Bottles can be found at Acme Klein Bottle's Home Page
last updated September 25, 2010