Made in the fablab of the RWTH Aachen (http://hci.rwth-aachen.de/fablab) and for testing a program made in a project course (http://hci.rwth-aachen.de/cutcad - the program itself is not fully functional yet, but at least for this thing it works).
Made out of 2mm wood (birch plywood is more stable, but looks not as well as lime wood). Lasercutted, stained and glued together.
So you need a DinA4 sheet of 2mm material and a lasercutter (or a fretsaw and much time :-), staining agent (optional, here i used Aqua Clue 2522 - cherry) and of course glue.
If you want to build it yourself, a pdf file of the shapes is attached.