The page http://www.essex.ac.uk/maths/misc_pages/CircularSudoku.htm has a few links to "circular sudoku"; e.g. a sample puzzle at http://www.essex.ac.uk/maths/misc_pages/Sudoku1.pdf is such that each of the digits 0-9 must occur in each of 5 concentric rings and in each of 10 pairs of adjacent pie-shaped sectors.
Personally, I find the circular layout unappealing (mostly due to the cells not having a fixed size), but a design that's entirely equivalent -- and imo more appealing -- is rectangular with rows that "wrap around" (so the leftmost & rightmost columns are considered adjacent). In such rectangular form, the puzzle equivalent to the one just mentioned is as follows ...
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Circular Sudoku in rectangular form with wrapping rows:
. . . . . 8 2 . . .
9 8 . . . . . 5 2 .
6 . . . 2 . . 8 9 1
. 3 6 . . 5 . . . .
. . . 4 7 . . . . .