Hm.
If I had a massive monetary fortune, like, the largest amount of money in the world...
I'd buy a large island and turn it into my own country. I'd wall the island off from the rest of the world and fill it with tricks, traps, and strange little buildings, towns suspended over cliffs, cities laid out by insane men, and then I'd discreetly kidnap people to populate this country.
The entire thing would be regulated by a sophisticated computer network from behind the scenes and I'd watch it all through cameras from my citadel in the center of the island. I'd keep it isolated from the world through any means, so that as generations pass eventually the inhabitants no longer even remember the world beyond the walls. It would basically be a long experiment to see how people would change in this isolated environment. I could make community leaders my unwitting pawns through hidden speakers masquerading as god, then through them force strange and arbitrary rules and traditions upon the societies over time. Then when I get bored of the whole thing, I could bring the walls crashing down, creating an explosive case of culture shock as I disappear off into the night.
Though it would depend on me achieving some sort of immortality, I guess. Oh well.