Details about a relay made from a 3D printed part, 3 nails and copper wire can be found here: http://relayreprap.srm.org.uk/#post3 . A photo is shown below:

The idea behind this particular arrangement of nails was that having the coil nail and the pole nail parallel would increase the force between them, compared with a non-parallel arrangement. I don't know whether this is true.

I recently tried another design that doesn't use parallel nails. Below are some photos:

Note that there is space for two relays in the 3D printed part, but only one is present in these images.

The NC nail is a copper nail. I found that using a iron nail caused the pole nail to remain at the NC contact when the coil was activated.

This relay is easier to assemble than the previous design. It's less fiddly because the distance between the head of the copper nail and the head of the coil nail is determined by the 3D printed parts - it isn't adjustable. It also appears to have a lower contact resistance (both for the NC and NO contacts) than the previous design - about 1 ohm in each case, but this had yet to be fully characterized in tests.

Here is a video of this relay being tested: I'll post further details about relay testing in a future log entry.