There’s a nice and very detailed article over on Ars Technica covering the history of the micronation Sealand operating as a Data Haven …
Written by James Grimmelmann, Associate Professor at New York Law School, http://arstechnica.com/tech-policy/news/2012/03/sealand-and-havenco.ars covers the history, motivation and inevitable failure of the HavenCo business, as well as a good part of the history of Sealand itself. There is a significantly longer and much more detailed paper (80 pages) published by Mr Grimmelmann in the University of Illinois Law Review journal for those who enjoy more in-depth discussions.
And no, WikiLeaks is not going to be able to move servers to Sealand in order to avoid prosecutions, sorry.