IBM Research: Ponder This - Monthly logic and math puzzles set by IBM researchers with solutions. - http://researchweb.watson.ibm.com/ponder/
Kakuro-san - Providing graded Kakuro puzzles every day, plus old puzzles. - http://www.kakurosan.com
CellFighter - Shareware game based around an extension of the game of life. - http://www.cellfighter.com/conways-life-download.html
Leisure Ideas: Puzzles - Some mathematical puzzles with answers and/or a hint. - http://www.leisureideas.com/logic%20puzzles.htm
Monty Hall Game - JavaScript example of the Monty Hall Game. This game demonstrates the real (empirical) affect of statistics. [Does not display correctly in all browsers.] - http://montyhallgame.shawnolson.net/
Quick Logic Puzzles - Use the clues provided to deduce the correct sequence of numbers in the hidden code. - http://www.robertwilliams.org/qlp/index.html
Two Envelope Paradox - Solution - Claims that the two envelope paradox comes from the incorrect use of probabilities. - http://www.anc.ed.ac.uk/~amos/doubleswapsoln.html
WU Forums - Discussion board hosted at Berkeley with talk about a variety of solved and unsolved brain teasers. - http://www.ocf.berkeley.edu/~wwu/cgi-bin/yabb/YaBB.cgi?board=riddles_hard
Mathematical Jigsaw Puzzles - Information on polyominos and square puzzles. - http://home.hetnet.nl/~paslen/jigsawpuzzles.html
The Monty Hall Problem - A probability theory puzzle with solutions. [English and German.] - http://www.remote.org/frederik/projects/ziege/
Perplexus - A forum and collection of brain teasers, logic problems, math problems, paradoxes, science games, probability, riddles, and geometric shapes. The puzzles are searchable and categorized, most have solutions. - http://perplexus.info/
TechInterview - Answers to technical interview questions, programming problems, and brain teasers. - http://www.techinterview.org/
The Truth Tree's Math and Logic Board - Collection of math and logic puzzles ranging in levels of difficulty. - http://www.truthtree.com/mathdoor.html
Jim Loy's Puzzle Page - Classic and original puzzles. - http://www.jimloy.com/puzz/puzz.htm