Over lunch, a couple of friends and I happened to be talking about biscuits, among other things. As we all know, a biscuit tends to absorb water from its surroundings, as it is generally drier than them. Now if we place a biscuit next to the ocean, it would slowly absorb all the water out of the worlds oceans, while maintaining the same volume (yes, we knew that this is completely impossible).
Now lets throw some numbers in. According to wolfram alpha, the volume of the world's oceans is 1.3 x 10^21 L, for an approximate mass of 1.3 x 10^21 kg. Biscuits vary in size, but we took ours to be a cylinder of radius 3 cm, and height 0.5 cm, for an approximate volume of pi x 3^2 x .5 = 14 cm^3 = 1.4 x 10^-5 m^3. Thus the density of the biscuit (as the mass of the biscuit is negligible compared to the water) is about 10^26 kg m^-3. For a comparison, this is much denser than the density of a neutron star, which is typically 8 x 10^16 to 2 x 10^18 kg m^-3 (this agrees with the value of 2 x 10^17 that I calculated in an assignment not so long ago), which, according to wikipedia is "approximately equivalent to the mass of the entire human population compressed to the size of a sugar cube."
So, there you have it. What's denser than a neutron star? A biscuit (containing all the world's oceans).