Enneper Surface
This is the Enneper surface, as drawn by Greg Egan using Mathematica. It’s a minimal surface, meaning one that necessarily gets more area if you warp any small patch of it. A soap film will make a minimal surface if it doesn’t enclose any air. But the Enneper surface intersects itself: it’s immersed in 3d space, but not embedded. So, you can’t make it with soapy water!