Personally, I'm still amazed by how small mini M&Ms are, but scientists and engineers have higher aspirations, so they went ahead and built a steam engine the size of a water droplet in fog, which is a few micrometers wide.
The engine works using lasers in place of gas. In a normal engine, gas contracts and expands, which moves the piston in a cylinder (think of a steam engine from an old movie — you see the steam coming out as the wheels start moving — this is why). This is too small for traditional methods, so instead there is a small plastic ball (10,000 times the size of an atom) and lasers concentrated on it heat it up (thus expanding it) or stopping to cool it down (thus contracting it). This constant motion creates the same movement the expansion and contractions of gas do for larger ones.
Now, while this might sound great for powering a microscopic train for dust mites to get from one end of the bed to the other, it doesn't actually have any practical application yet. Not sure how shocking that is, but it is a great step forward in thermodynamics, not to mention at some point in the future, it could lead to micromachines.
What exactly these machines would do is still a question, but an exciting one nonetheless. And kind of terrifying if you begin to consider machines we can't even see running around and doing godknowswhat.