This past year or so, there's been a surge of interest in puzzle games. Most prominent have been the Exit games published by Kosmos and Space Cowboys' Unlock! series. The puzzle game craze shows no sign of abating but the challenge that these games offer varies rather widely.
If some of the recent offerings seem too easy, then the Labors of Hercules games may be just what you are looking for. These aren't merely challenging, you will find it a puzzle even to work out what exactly the problem is that you are trying to solve!
There are four Labors of Hercules game boxes. Each contain three separate puzzle games, so together they make up the 12 labours of Greek (Heracles) mythology. Shown on Board's Eye View is the fourth set, sub-titled Before the Gates of Realization. This incorporates the three puzzles: The Girdle of Hippolyta, The Apples of the Hesperides, and The Hound of Hades. The puzzles follow similar format: they comprise 36 tiles which the players are challenged to arrange into a 6 x 6 grid. That's all there is. You are pretty much left to your own devices to work out what to do or how the tiles should be connected. At least though with the Girdle of Hyppolyta puzzle there are wavy lines that look as though they need somehow to connect up; with the other two puzzles, you don't even have that to go on.
The booklet that comes with the games is tough to read because it is tightly printed in four columns but it mostly contains what the publishers describe as "a slightly romanticised version of the ancient myth". Scouring the booklet does offer a handful of clues for each puzzle, however, including, most usefully of all, a starting position for one of the 36 tiles. Nevertheless, you won't find it easy to decode the puzzles in Labors of Hercules and you'll need to deploy logical, mathematical and cryptographic skills. The games appear to be designed primarily for solving solo but there's no reason these shouldn't be played with two or three as a co-operative exercise.
The puzzles in Labors of Hercules were created by Spyros Karekos. The games don't yet appear on any Boardgamegeek listings, nor, indeed, do the Greek publishers (Verdes Innovations). Maybe that's all part of the puzzle. You can find them, however, distributed by JWS Europe.