The following is not one that I wrote, but it is the first example of a complex regular expression that I ever encountered - so I always remember it. It can be found in the procmailrc(5) manpage.
(^(Mailing-List:|Precedence:.*(junk|bulk|list)|To: Multiple recipient
I've never tried to dissect it, but looking at it now (and having a somewhat better understanding of regular expressions than I did when I first saw it) I guess it's really not all that complex at all - mainly just lots of alternation.