This rather unusual plant is growing in my garden. I didn't plant it and didn’t know what it was, but having recently found out about the astonishing Bing visual search “Name that plant” I uploaded a photo and got my answer.

It’s not clear whether it is a British native plant. It seems to originate from the Mediterranean region and South Asia, and so it might be a garden escape. Although it is poisonous and has a somewhat sinister appearance, it is cultivated for its unusual “architecture” as one web site described it and you can buy seeds from garden centres.
Its botanical name is Euphorbia lathyris. Euphorbia are a large(ca. 2000) genus of flowing plants, ranging in size from a few centimetres up to large trees. They all exude a milky poisonous sap, latex, which seems to have evolved as a defence against plant eaters (although it's said goats are immune, maybe that's why it's caper spurge).
There are other spurges you might see in your garden; common spurge, a weed of flower borders, and sun spurge which is it bigger cousin, which I think is a native wild flower but is also cultvated for its intriguoing and decorative appearance.
The common name spurge comes from the plant's traditional use as a purgative.