They make apperances in the arts as well. The "Sagrada Familia" church in Barcelona uses a down-scaled version of the 4x4 magic square, such that its magic constant is instead 33 and not 34. The significance of 33 being that this was christ's age at the time of the crucifixion.

I remember being in high school and messing around with them, spontaneously figuring out (but not proving) what the magic constant is supposed to be for an nxn square.