When we were young we thought that if we closed our eyes in certain circumstances we would become invisible. Didn't work then, but it might now.
There's still no real way to make your self completely invisible, but if what you're after is just to appear slightly invisible, then let's talk about a recent metamaterial development (pictured, below).
Actually let's talk about metamaterials first: metamaterials are synthetic materials that have the ability to trap light waves and store, change or redirect them. Since human vision works in response to light waves, metamaterials have the ability to change what we see – ie. they have the potential to remove something from our sight.
The newest news is that scientists have now come up with a way to make large sheets of metamaterial. An object placed behind one of the sheets won't disappear from sight altogether but it will appear faded. Now you see it - now you don't... see it quite as well.
Image: Reuters/David Moir