The folks at the Institute for Dynamic Systems and Control at ETH Zurich have developed the Cubli. A small 15cm sided cube that uses momentum wheels to jump, walk and keep balanced (even on it’s point). Momentum wheels like the name suggests, are fancy little motors with great brakes that spin fast and then stop, transferring the spinning energy into directional movement. Whilst I think one would look superb on my desk, no doubt big money will intervene and they will be miniaturised, taught to self replicate and assemble and crush us all. Hope not.
You can read more about this feat of science here (there is a video too.)