Start with a circular region in the plane, and build a right-circular cylinder of over it. Next construct the right-triangular cone with apex at the center of one of the bases of the cylinder, and between them construct the half-ellipsoid with a vertex at that same apex. I just learned a well-known fact that the ratios of the volumes of these three solids will be 1 : 2 : 3.
But let's instead start with a base of some other (convex?) shape. You can still build the cylinder over the base by crossing it with $[0,h]$ for some height $h$, and you can still build the cone over this by taking a point in the center of one of the bases of the cylinder as the apex of the cone, and constructing the locus of all lines connecting a point in the other base to that apex. But is there a canonical way to construct the analogue of the ellipsoid in this general situation? Here's an image of what I'm thinking in the case of a square-based cylinder and cone.
The only requirements I can think of for this generalized ellipsoid would be that it needs cross-sections all similar to the base, and it needs to have the correct ratio with the other two volumes, 1 : 2 : 3. And I suppose it should have some relation to the fact that a usual ellipse is the solution set to a quadratic polynomial. But I don't see an obvious (unique) way to do this. And it would be nice if this construction generalized to higher dimensions.