The Grundy number of an impartial game G is the size of the unique Nim heap equal to G. We introduce a new variant of Nim, Restricted Nim, which restricts the number of stones a player may remove from a heap in terms of the size of the heap. Certain classes of Restricted Nim are found to produce sequences of Grundy numbers with a self-similar fractal structure. Extending work of C. Kimberling, we obtain new characterizations of these "fractal sequences" and give a bijection between these

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... es and certain upper-triangular arrays. As a special case we obtain the game of Serial Nim, in which the Nim heaps are ordered from left to right, and players can move only in the leftmost nonempty heap.