This one is an oldie, but I just came across it on the Futility Closet blog and I thought it might be worth a mention. I’m going to post the puzzle and then some commentary below it. The commentary will contain hints, so if you want to try to solve the puzzle on your own, don’t read it.
Print the image below and cut out the pieces below. Then arrange the pieces so that each jockey is riding a mule. Pieces can overlap, but they can’t be folded.

The trick of this puzzle is that it misdirects you. The genius of it is that they way in which it misdirects you is also necessary for the puzzle to be solved. Our brains have a need to fill empty spaces. That’s the misdirection. You want to fill the empty space, but that’s not how you solve the puzzle. But without the empty space, the puzzle couldn’t be solved. The solution can be found a number of places on the web. Here’s one.

