Anyone familiar with Glasgow (Scotland) will know that there is a statue of the Duke of Wellington in the city centre, which is mostly famous for the fact that it is generally wearing a traffic cone. http://en.wikipedia.org/wiki/Wellington_Statue,_Glasgow Periodically, the City Council removes it, only for it to reappear.
There has been much debate as to how it gets there, but at last, the mystery has been solved.
