There are a lot of 3-dimensional jigsaw puzzles. Usually they consist
of carved 3D wooden pieces which have to be assembled to some
shape. For the harder ones it can be useful to divide the problem
into two subproblems: (1) Find the right position of each piece and (2)
Find a strategy to assemble them. I placed a catalog of many (but not all)
available puzzles below, followed by some of my collection. See also
www.puzzlewood.de for a nice collection
of custom-made wooden puzzles.

Some of my Wooden 3D Jigsaw Puzzles

The puzzles below are not very difficult, since there is a high symmetry
in the pieces.
Puzzles of the step-shaped octahedron type exist in various sizes (see catalog above).
The wooden ball consists of 6 pieces. It is functionally identical
to the plastic star. The manacle is of a somewhat different category.

I remember one puzzle, essentially a cube consisting of 18 pieces (all different),
which I was not able to figure out by hand. So I wrote a program which gave me all
42(!) geometrically possible solutions, but only 2 of them were
possible to assemble.
Photos of this one and more as soon as I find them ...