I assume you mean a convergent infinite product, because a divergent infinite product has the simple example
[tex]\prod^{\infty}_{i=2} \left(1 + \frac{1}{i}\right)[/tex]
For a convergent infinite product, I offer up this example:
[tex]\prod^{\infty}_{i=1} \left(\frac{1}{1-\left(\frac{1}{p_i}\right)^2}\right) = \frac{\pi^2}{6}[/tex]
That is, incidentally, the Euler Product.
EDIT: Forgot to mention, [itex]p_i[/itex] means the ith prime number.