The classic compound of three cubes is a well known model which can for instance be found on M.C. Escher's Waterfall. It is a beautiful model with cube symmetry. It looks like a simple model, but it is not easy to build; it is in fact rather difficult to get the lines straight.
It is easier to add one extra cube according the cube symmetry. By doing this one get less pieces (96 instead of 120) and it is easier to get the lines straight. This compound of 4 cubes can be found here.