It allows you to 3D slice an MRI brain scan in multiple ways, and unlike other puzzles, it needs to be assembled with the picture on the inside.
Curiously, the various web pages which discuss it don’t say where it’s from, so we don’t know whether it’s just someone’s one-off brilliant idea, or whether it’s a commercially available product.
Like all great puzzles, it’s conceptually very simple – just a brain scan printed out in slices and cut to fit the the surfaces on the relevant section of blocks – but it looks devilishly difficult to complete.
And once it’s done, you have a genuinely useful 3D scan model to play with.
If you don’t get it right away, have a look at some of the other photos and it will all become clear.
UPDATE: Grabbed from the comments (thanks prlwytzkofsky).