Martin Escardo and Paulo Oliva have been working on the selection monad and related functionals. The selection monad `S(X) = (X -> R) -> X` is a cousin of the continuation monad `C(X) = (X -> R) -> R` and it has a lot of useful and surprising applications. I recommend their recent paper “What Sequential Games, the Tychonoff Theorem and the Double-Negation Shift have in Common” which they wrote for MSFP 2010 (if you visit the workshop you get to hear Martin live). They explain things via examples written in Haskell, starting off with the innocently looking functional `ox` (which i I am writting as
ox in Haskell for “crossed O”):
ox :: [(x -> r) -> x] -> ([x] -> r) -> [x] ox  p =  ox (e : es) p = a : ox es (p . (a:)) where a = e (\x -> p (x : ox es (p . (x:))))
It is just four lines of code, so how complicated could it be? Well, read the paper to find out. If you are ready for serious math, have a look at this paper instead.