I use the equations and parameters given at the German Wiki entry for the "Klein bottle" which gives the following result. (In addition I used LuaLaTeX and the Lua backend of PGFPlots which calculates the result quite fast.)
% used PGFPlots v1.14
\RequirePackage{luatex85}
\documentclass[border=5pt]{standalone}
\usepackage{pgfplots}
\pgfplotsset{
% use this `compat' level or higher to use the Lua backend
compat=1.12,
% used equations and parameters from
% <https://de.wikipedia.org/w/index.php?title=Kleinsche_Flasche&oldid=160519755#Beschreibung_im_3-dimensionalen_Raum>
/pgf/declare function={
b = 2;
h = 6;
r(\u) = 2 - cos(\u);
% x(\u,\v) = b * (1 - sin(\u)) * cos(\u);
% + r(\u) * cos(\v) * (2 * exp( -(\u/2 - pi)^2 ) - 1);
% y(\u,\v) = r(\u) * sin(\v);
% z(\u,\v) = h * sin(\u)
% + 0.5 * r(\u) * sin(\u) * cos(\v) * exp( -(\u-3*pi/2)^2 );
},
}
\begin{document}
\begin{tikzpicture}
\begin{axis}[
% axis lines=none,
% use radians as input for the trigonometric functions
% (this avoids converting the numbers to `deg' format first)
trig format plots=rad,
domain=0:2*pi,
samples=50,
% change variables from `x' and `y' to `u' and `v'
variable=u,
variable y=v,
colormap/viridis,
]
\addplot3 [
% mesh,
% I use suf here, because it just looks better ;)
surf,
z buffer=sort,
fill opacity=0.35,
] (
% unfortunately these give an error ...
% {x(u,v)},
% {y(u,v)},
% {z(u,v)},
% ... so we write them directly
{b * (1 - sin(u)) * cos(u) + r(u) * cos(v) * (2 * exp( -(u/2 - pi)^2 ) - 1)},
{r(u) * sin(v)},
{h * sin(u) + 0.5 * r(u) * sin(u) * cos(v) * exp( -(u - 3 * pi / 2)^2 )}
);
\end{axis}
\end{tikzpicture}
\end{document}
