From the Brick Technology YouTube channel, a demonstration on how to build a 5-speed manual transmission with Lego. It even has a gear stick and goes in reverse. Unloaded, 1st gear spins an axel at 384 rpm and 5th gear spins at 3000 rpm. Really impressive.
See also Designing a Lego Car to Cross Gaps and Engineering a Capable Climbing Lego Car.