Purdue University Problem of the Week Challenging puzzles, some requiring undergraduate mathematical knowledge. Full solutions are provided several weeks after each problem is set.
Wu's Puzzles A collection of riddles, puzzles, and technical interview questions, with a discussion forum.
Nick's Mathematical Puzzles A collection of puzzles, with hints, solutions, and links to relevant mathematical topics.
Null Set, The Puzzles collected by Guy Kindler, most requiring some undergraduate mathematical knowledge. Some hints are provided.