The Self-breaking Machine: this is a large device made of multiple materials.  It consists of a large steam engine, a spinning wheel of brass wedges bolted together, a large, empty, heavy duty metal-bound steamer trunk, and a large, comfortable leather chair in a cockpit full of dials, levers and so forth.  When first found, it was broken with missing pieces, but the person who discovered it in a run-down building reverse-engineered and restored it.  Its function was a mystery, however.  And a week later, it was broken again, with different pieces missing than before.  Suspecting vandalism, he relocated it to a more secure location, and restored it again.  
But even within this new location, it eventually was discovered broken again...with other parts missing.
When restored again, it was moved into a vault monitored by 24 hour audio & video surveillance.  After 3 months, it was discovered broken again, as before.  Nobody was seen entering or leaving the vault, and the video from within the vault had a 21 minute gap full of static. 
And its function remains a mystery.