Fibonacci heaps are pretty cool. Not used very often b/c they're awful to implement, but better complexity than many other heaps.

Also Binary Lifting is closer to an algorithm than a data structure but it's used in Competitive Programming a fair bit, and isn't often taught: https://cp-algorithms.com/graph/lca_binary_lifting.html

And again closer to an algo tham a data structure, but Sum over Subsets DP in 3^n also has a cool little bit of math in it: https://cp-algorithms.com/algebra/all-submasks.html