I've seen a 2x4 attached to a wooden structure (built out of 2x4s). The wooden structure holds a map of the trail system where the cache is located. The 2x4 containing the cache just has the coordinates for the next stage of a multi stage mult.
There is another cache, now archived, that consisted of what looks like a bolt with a washer and nut on it. The washer has earth magnets on it to hold it to a large metal bridge. The cache was painted the exact same color as the bridge.
I have a cache that is a *real* rock (not a hunk of concrete). I drilled a hole in the bottom with a 3/4" masonry bit and put a bison tube in it.
As for the locomotive engine hide mentioned above. There's one in my area that's a nano cache on an old steam engine. It's hidden such that there is no possible way to actually see the cache. It must be found by feeling for it. It took me 4 attempts and over 3 hours total searching for it before I finally found it.