One of the happiest moments backs as a Teaching Assistant in college was when a Professor told me to build a underwater autonomous course under $1000 and out of Lego Bricks.
There are a lot of things to over come if you are building one. But its not impossible to build a pretty intelligent Lego submersible. Especially when they are now digital with microcontrollers and sensors. One of my favorite examples was when Rhode Island University Beat MIT’s AUV with their Lego version.