One of the most mysterious discoveries even on this list is the Great Sphinx at Giza.  Here is a bit more info on Egyptian Sphinxes from wikipedia:

The largest and most famous sphinx is the Great Sphinx of Giza, situated on the Giza Plateau adjacent to the Great Pyramids of Giza on the west bank of the Nile River and facing due east (29°58′31″N 31°08′15″E). The sphinx is located southeast of the pyramids. Although the date of its construction is uncertain, the head of the Great Sphinx now is believed to be that of the pharaoh Khafra.

What names their builders gave to these statues is not known. At the Great Sphinx site, the inscription on astele by Thutmose IV in 1400 BCE, lists the names of three aspects of the local sun deity of that period,Khepera–Rê–Atum. The inclusion of these figures in tomb and temple complexes quickly became traditional and many pharaohs had their heads carved atop the guardian statues for their tombs to show their close relationship with the powerful solar deity, Sekhmet, a lioness.

We hope you like this fascinating video!