Are you hungry yet? This giant size version of America's Favorite cookie is based on a photoscan. I shot 150 pictures of an actual Oreo using a Nikon DSLR with a 40mm Macro lens. Then I ate the Oreo while waiting for Agisoft PhotoScan to crunch the data. Like any self-respecting Oreo this one can be unscrewed.
I modeled the "Stuff" since actual Oreos aren't threaded. The model is scaled to the largest size I could print on our SeeMeCNC Orion Deltabot. A Rostock Max could get almost Claes Oldenburg size. 
To make your own print two wafers in black and the male and female "stuff" in white. Assermble with the glue of your choice. I use PVC pipe cement. 
We talked about this thing and a whole lot more about 3d printing on the 3D Printing Today podcast available on iTunes, Stitcher radio or direct from the source at http://threedprintingtoday.libsyn.com/