The pieces of this puzzle can be put together to form a cube - it is called the Soma Cube. Here is a page that shows the 7 parts that make up the soma cube in 3D.
You can buy the wooden version of this shown here from education-interactive (along with lots of other nice maths things), or purchase a different (plastic) version called 'Block-by-block' that contains 60 shapes to try and make - some of them are not easy!
On the right is a video of one of my year 7 students completing it in super quick time!
I decided to make a huge one out of cardboard boxes (inspired by George Hart). Below is a slide show of various students and teachers getting to grips with the boxes (click to play), and here is a video of the year 12 students enjoying what they made!
The teachers tried to solve the soma cube as part of a staff conference session I ran called 'play and talk'.
Through the momath website I also found out about the puzzle tetraxis, shown below.
Thanks to Jane Kostick for being so helpful in discussing the tetraxis; she tells me they are not making any more because the cost of magnets has increased so dramatically this year! She sent me this is a really interesting description of the geometry behind the tetraxis.