Sean @ MAKE points us to this entire chess set made entirely from chainmail. David Austin writes:

One of the first important decisions I made was what wire size to use. I decided that in order to fully articulate the style of traditional chess pieces I was going to have to use thin wire and small rings. So I decided to use .035″ wire. This is about the smallest wire size I felt comfortable using for extended periods of time at the time in which I started this project. For metals, I already knew that I would use stainless steel and bronze. These are the two metals I used for the squares on the chess board. Also, both metals have roughly the same amount of springback, which I knew would be vital in ensuring sculptural consistency.