I have personally put lego bricks in 12T magnetic fields, embedded them in agar, accidentally irradiated them with 94 GHz microwaves, and blasted them with a
lot of RF. Some of my friends have irradiated them (accidentally) at the diamond light source x-ray synchrotron, which can deliver MGy doses in a short period of time. Still others have used them as coarse positioning blocks on high end (read: homebuilt) novel forms of microscopes or other high-end optical equipment. They're
fantastic for prototyping stuff quickly, or, in a pinch, acting as a dimensional reference. (Yes, really!)
You can put them in a vacuum. They don't degas much. They're magnet safe and can survive being in really high EM fields. They've got a high melting point. They don't become too brittle at sub-K temperatures. Blocks continue to mate as temperature varies -- Lego's process is fantastic at minimising temperature variation. They're really quite radiation resistant (many plastics fail horribly if you shoot them with >1 kGy). A child (or student!) can make a symmetric structure with them given a vague sketch design. A single "1x" wide Technik piece has a persistence length of about 80 cm. Structures you can build with lego are therefore really remarkably strong.
Every lego is made to insanely tight tolerances to published, well-known dimensions, and, best of all, if they break (an achievement!) you can buy another one for absolutely nothing in science-money terms. (The finance dept. look at you a bit weird when you put fifteen copies of "Spaceman playset" on an expenses claim form though).
I frankly think that most experimentalists somewhere in their life have some lego.
(I have a "Lego MRI" set that is only available to professionals!)