After reading BoingBoing this morning, this is the first time I have heard of Spite Houses, houses built to get on neighbours nerves.
A spite house is a building constructed or modified to irritate neighbours or other parties with land stakes. Spite houses often serve as obstructions, blocking out light or access to neighbouring buildings, or as flamboyant symbols of defiance.
This example on flickr is the nearest shed one I could find.
If you know of a shed built just to get the next door riled up then let me know.