How are these done? Is it trick photography? With some kind of giveaway background it should be obvious, but I notice they are not us telling that.
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The first photo on this page shows the model Andrew Lipson made.
The photo is taken under a such angle in respect that the different parts line up in the photo, to get the desired effect.
"Waterfall" used a combination of specifically angled photographs, coupled with some post processing to remove the overlapping elements:
OK, let's come clean. We actually resorted to photographic manipulation for this one. [...] The final image was constructed by very carefully overlaying portions of the left image with the corresponding portions from the right. Yes, it's dirty. We couldn't see how else to do it. Sorry.