The Blouin Art Info website has this gallery of very unusual reworked chess sets -- still fully functional to play the game -- but completely intertwined with art. You can see a gallery of some of the pieces here.
There's a special connection between chess and artists. Marcel Duchamp was so hooked that he famously spent most of his honeymoon in 1927 studying chess problems (the marriage did not last). In 1944, his friend and fellow chess enthusiast Man Ray staged "The Imagery of Chess" at New York's Julien Levy Gallery, including boards by the likes of Alexander Calder and Max Ernst. Yoko Ono created an all-white pacifist set in 1966; Salvador DalÍ used gold and silver casts of his own fingers as pieces for his Surrealist chessboard.
Art organization RS&A has picked on up this rich history, and in 2001, it commissioned Maurizio Cattelan, the Chapman Brothers, Damien Hirst, Yayoi Kusama, and Paul McCarthy to produce their own take on the game. The resulting artworks, first shown in 2003, are very much in keeping with the artists' idiosyncratic styles. Kusama reinvented an 18th century pumpkin design and stamped it with her signature polka dots, McCarthy constructed his pieces out of kitchen knick-knacks, and Cattelan staged a battle between good and evil, the white king Martin Luther King, and the black king Adolf Hitler.
Use of the above image was kindly granted by ArtInfo's Editor in Chief Benjamin Genocchio.