This solid, along with the 3-compound cube, appears in Escher's Waterfall (you can find it using Google Images).

It is a cumulated rhombic dodecahedron. To create it you need 1.0.297, which will create it from the menu.

This picture has one that's not quite right (I used a cumulation factor of 90% rather than 100%) along with a solid wood puzzle of the same figure. The white paper model is correct but this shape does not naturally keep its shape.