This puzzle grows on trees! Check out the nut from the Patience Tree (aka Cannonball Mangrove or Xylocarpus granatum).
The number of seeds can vary apparently, with anything up to 16. However the particular interest for us is the fact that they interlock so beautifully. However putting the pieces back together is not so easy! Another name for this is the Monkey Puzzle Nut, or I suppose you could think of it as nature's own Rubik Cube!