  We study the heat transport in systems of coupled oscillators driven out of
equilibrium by Gaussian heat baths. We illustrate with a few examples that such
systems can exhibit ``strange'' transport phenomena. In particular, {\em
circulation} of heat flux may appear in the steady state of a system of three
oscillators only. This indicates that the direction of the heat fluxes can in
general not be "guessed" from the temperatures of the heat baths. Although we
primarily consider harmonic couplings between the oscillators, we explain why
this strange behavior persists under weak anharmonic perturbations.
