https://xkcd.com/blue_eyes.html
"On this infinite grid of resistors, what's the equivalent resistance?"
http://physics.stackexchange.com/questions/2072/on-this-infinite-grid-of-resistors-whats-the-equivalent-resistance
Someone just posted this one, which prompted me to make this post:
http://vincentwoo.com/2013/03/08/above-and-beyond-the-affirm-job-puzzle/
The definition of "interesting puzzle" is up to you. It could be a logic game, or thought experiment with no solution, or just something that you've found fascinating.