You can get ridiculously small mini-steppers. Also pedal exercisers, which you can plunk in front of a chair for a recumbent bike effect. I suspect they're pretty flimsy, but they're very cheap and take up minimal space.

There are rowing machines that can be folded and stood on one end when you're not using them.

If you have more money and wish to splash out, a Versaclimber has a pretty small footprint.