The d66 is a die that is not a die. There is, AFAIK, no such thing as a physical d66.

The d66 is however, used extensively in old Games Workshop games, and ocasionaly elsewhere. The principle is that you roll two differently coloured d6, and say beforehand which colour is to be the tens digit, and which is to be the units. This gives 36 possible results between 11 and 66. As it is not continuous (at least not if you interpret the result in base 10) it can only really be used for randomization tables, of which GW was VERY fond.

Modern games tend to use d100 instead of d66 for big randomization tables, as they're more intuitive (being percentile). I believe the only reason d66 were used in GW games was because most of the GW game systems were based mainly around d6, and most players didn't have the d10 needed to do percentile rolls