It looks impossible, doesn't it? But it is really quite easy.
Step 1: Find 5 blocks with 4 short and one long. You can test by putting several upright on a table with one laid across with pressure. The ones that slide are short, the ones that don't are long.
Step 2: Put the tall upright in the middle, the 4 short around it in a base. Place 2 blocks whose middle crosses the tall one, standing on the others as a base.
Step 3: Pile up your structure. Try to keep it from being off balance as you go, but you have a surprising amount of leeway.
Step 4: Test the base, find which are loose and which are tight. Manipulate the pile until all 4 at the base are loose.
Step 5: (Expect a 50% success rate.) Slide the base out. Everything is now balanced on one!
Step 6: (For fun.) Put the remaining 4 on the very top.
Step 7: Take pictures, show people, etc. Your structure is unstable and can collapse very easily. Which gives you opportunity to build another. :-)
A fun variation is to have 2 starting points, and build piles that extend both ways. You can make a surprisingly long bridge!