I like the third image, although I do not know of any software like that.

You can use Adobe Illustrator to make it.

make an oval or star outline or any shape outline you like

right click on shape- transform- rotate

experiment with degrees, i would start small if you want it to look like those, 3 or 4 degrees
hit Copy, NOT ok, this will create a copy, rotated a few degrees
hit command(mac)/control(pc) and 'd' - this will repeat the action.

keep hitting cmd 'd' until you are happy!

I hope this helps, im sure there are better ways or software but this will work

http://www.subblue.com/projects/guilloche
http://typophile.com/node/68483

Thanks so much to everyone!!