We recently got an wooden puzzle for our son. It's a classic children's toy, but this one has a modern twist which I appreciate as someone who has done a bit of amateur hardware hacking. Underneath each piece is a photoresistor. When the piece is lifted and the light level goes up, the embedded controller plays a sound representing the piece which was lifted. Cool!
On a side note, I am somewhat sad that this toy is made in China, like virtually everything else we can buy.