The Klein bottle is usually depicted as a curved surface in 3D intersecting itself. It may be put in 4D so that the tube goes "around" or "over" rather than "through itself". But it's still curved.
When a topological Klein bottle is given uniform intrinsic geometry, it turns out to be flat Euclidean geometry. (That's related to the Euler characteristic being 0.)
This paper by C. Tompkins
http://www.ams.org/journals/bull/1941-4 ... 7501-4.pdf
provides an immersion of the Klein bottle in 4D with Gaussian curvature = 0. The position vector is
x(u,v) = (e1cos u + e2sin u) cos v + 2 (e3cos u/2 + e4sin u/2) sin v.
"Immersion", as opposed to "embedding", means it intersects itself. This happens along a circle x(u,0) = x(u+pi,pi).
We can remove the self-intersection by adding an orthogonal circle in u (with radius b), again making it go "around itself":
x(u,v) = (e1cos u + e2sin u) cos v + 2 (e3cos u/2 + e4sin u/2) sin v + b (e5cos u + e6sin u).
The metric for this surface is
ds2 = (1 + b2) du2 + (sin2v + 4 cos2v) dv2
which has zero curvature, for any b.
Is there an embedding of a flat Klein bottle in 4D or 5D?
This brings to mind the Hevea torus, an embedding of a flat torus in 3D. It's not quite smooth; I believe that requires 4D.