Ok, so I may've made that trick up, and the Cité de l'Océan et du Surf Museum in France might not be a skate park. Just they try and stop the local kids from skating in that half-pipe, though!
Built in Biarritz, France, the museum focuses on ocean life, and was designed by Steven Holl and the Brazilian artist/architect Solange Fabião. I'm told they're not actually skating ramps and are meant to resemble waves, but try telling that to the skateboard-equipped youths. [Steven Holl via Archinect via Sub-Studio]