As I was digging through my craft supplies looking for a few more trinkets for my I Spy bottle, I came across some color your own jigsaw puzzles. I ordered them years ago and used them in my kids' activity buckets at our wedding reception and had simply forgotten I still had them. Pinky couldn't have been more thrilled about these. She colored a few with markers and had a great time taking them apart and trying to put them back together.
These could be a lot of fun. You could have your child color a picture or write a note to grandparents, friends, etc. on them, break them apart and send them in the mail. Then the recipient would have to put them together to see their picture or read their message.
They are very inexpensive too. I ordered mine from Compoz-a-Puzzle, but Oriental Trading Company and some other places also sell them. I bought a sample pack (21 different sizes and types of puzzles) for $9.99.