Peter Lea has made instructions to build your own Penrose triangle:

It’s not impossible, because Jarek has shown that it can be done! There’s no photo-editing involved either. The whole process took him only five minute (four to find the camera batteries)!
Via Klocki
The Brothers Brick | Custom design based on LetoPrime.
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January 10th, 2009 at 8:38 am
Ha-ha!
I figured him out!
January 10th, 2009 at 9:06 am
Took me a minute at looking at it, but I see how he did it. Great job! ;- )
January 10th, 2009 at 9:06 am
Oh now that is very clever. :D
January 10th, 2009 at 9:44 am
i see how he did the second one,
At first i thought it was personalized bricks but i see now!
Very nice!
January 10th, 2009 at 10:10 am
I see how he did it
January 10th, 2009 at 10:27 am
Funny stuff. Made me think for a minute!
January 10th, 2009 at 10:45 am
That is very clever. Kudos
January 10th, 2009 at 11:09 am
Took me a second too, that’s great!
January 10th, 2009 at 11:11 am
Oh I like that. A lot.
January 10th, 2009 at 11:46 am
I love how the shadows reveal the secret :-)
January 10th, 2009 at 12:47 pm
How’d he do it!?
January 10th, 2009 at 12:48 pm
The instructions are flawed. They’re missing two pieces. =P
January 10th, 2009 at 1:17 pm
Can someone explain how this is done to me?
January 10th, 2009 at 2:09 pm
It’s an illusion, it’s really not connected at the top. Look closely and you’ll see two rows of red cheese slopes to give the appearance that it is.
January 10th, 2009 at 4:41 pm
It broke my mind for a minute or two…
January 10th, 2009 at 5:58 pm
SW4J: Actually, it’s one row of cheeses and one 1 x 2 panel.
January 11th, 2009 at 3:06 am
Took a bit of thinking, but I see how it’s done. Cleverness.
January 11th, 2009 at 2:15 pm
Haha Awesome! I am studying this right now, and I made a ‘Penrose’ out of paper just last night!
Now, with lego… this achieves at least an 8 on the awesomeness scale – but it is a lot more than that
January 12th, 2009 at 1:29 am
That’s a great effect! Took me a little while to figure out how it was done.
January 12th, 2009 at 3:53 am
To be fair, the instructions aren’t quite right…
January 12th, 2009 at 8:26 am
[...] Vía: The Brothers Brick [...]
January 14th, 2009 at 10:19 am
Wow! Fooled me for a second. Very creative.
January 16th, 2009 at 5:07 pm
Omg, I shit bricks.
January 18th, 2009 at 12:07 pm
i see how u did it ha ha ;)
January 20th, 2009 at 8:37 pm
[...] Penrose Triangle Jan.20, 2009 in Photos After seeing a post of a Lego Penrose triangle at brothers-brick.com one of my co-workers decided to build his own. I borrowed it for the [...]