Stuxnet is the most complex computer virus so far. It managed to break into the Iranian nuclear science system and destroyed thousands of machines. Nobody knows who was behind but it is the first attack in what actually be called cyberwar. Here is a great visualization about how the virus works and how it managed to get into a system which of course is not directly connected to the internet.
If this is possible, think about all the electronically managed systems: stock exchange, train systems, traffic, telecommunication.. It’s creepy.