Zeppelin
Cut two notches into a strip of paper (e.g. 1cm x 10cm) as shown in the drawing.  Bend the strip in the middle and fasten the two ends with the help of the two
notches.

The Zeppelin demonstrates stability in its descent because its moment of inertia is minimal. The shape causes a torque which maintains the rotation.

It is said that playing with this was very popular in the 1930's when the public's interest in airships was at its height.

Knot     top
It is a surprise to discover that a pentagon appears when you tie a knot in a strip of paper.

Producing a Sound   top

If you place a strip of paper (e.g. 1cm x 10cm) between the two balls of the thumbs and blow strongly into the little gap beneath, you will produce a loud, rude sound. You can produce a similar sound if you use a wide blade of grass.

Spiral    top
 

A strip of paper becomes a spiral, if you pull the strip between the thumb and the edge of a knife, pressing hard. The spiral becomes a curl where gravity is present.

You use this effect to decorate the ends of synthetic materials, such as the narrow colourful strips or ribbons used in gift-wrapping. 

I suppose that you have to explain this effect in the same way as a bimetallic bar. You create a bimetallic bar by glueing together two strips, each made of a different metal. Once this bimetallic bar is heated, one metal strip expands more than the other causing the bar to bend.

The reason that the strip of paper bends is not the difference in temperature between the top and bottom side. The knife changes the structure of the surface of the paper. This side becomes 'shorter'. (Origin: Sendung mit der Maus und TH Aachen)

Incidentally, a strip of paper will bend slightly if you hold it in the heat of a candle flame.

Moebius' Strip    top

If you glue both ends of a strip of paper you produce a ring, as shown on the left. If, however, you turn one end of another strip and glue the ends, the result is the so-called 'Moebius strip' on the right.
If you cut the ring on the left lengthways in the middle, then you have two rings.

......

>Glue two rings on each other, turning one ring through 90°. The glueing area is green.  >Cut the first ring, then the second one lengthways in the middle one after the other.  There are surprising results.

A Strip of Paper Only on the Internet    top

German
Birgit Bachmann und Stefan R. Müller (www.blinde-kuh.de)
Hexentreppe

Elisabeth Eder
Papierketten

Klaus-Peter Kostian
Eine Katzentreppe

Kapege/Spielkeks
Möbiusband selbstgebastelt, Ein Kreuz mit einem Schnitt,  Durch ein Kartenblatt kriechen

Labbé
Scherenschnitt Papierketten

Art contest at the Hirshorn Modern Art Gallery in DC
One Sheet of Paper

Dave Root 
The Index Card Trick

eHow
How to Make a Code Stick

MaryAnn Kohl 
Hands Across America Paper Dolls from Global Art