Simon Tatham's Portable Puzzle Collection
By user12607856 on Dec 12, 2007
Here's a little something to give your brain a workout. A collection of interesting one-player puzzle games
There are individual Windows binaries that you can download straight from the web page or there is a Windows installer for the lot.
These puzzles are also automatically available via one of the network repositories on my Ubuntu system (with probably something similar on other Linux distributions) and there is a Mac OS X DMG file (although I haven't tested it).
For everybody else, there is a source code compressed tarball.