In June 2009, a remotely-operated robot submarine plunged 6.8 miles into the Pacific Ocean to film and collect samples of the Mariana Trench. (You can read about it in Discover Magazine.) You can even view these ocean depths yourself with the latest version of Google Earth.
Robots have also been to other planets. In fact, NASA has a Mars Exploration Program that uses robots called 'rovers' to scout out the planet. Two rovers were sent up in 2003 and you can track their location even to this day.