Earlier riddle made me think of this one...
A man and his son are in a car crash. They are rushed to separate hospitals in separate towns. As the boy is taken out of the ambulance and brought to a surgeon, the surgeon looks down and says, "I can't operate on this boy, he's my son." How is this possible?
This one works better when told out loud:
You're a bus driver. At the first stop, you pick up three people. At the second stop, one person gets off and three more get on. At the third stop, two people get off and one gets on. At the fourth stop, no one gets off, and two people get on. At the fifth stop, one person gets off. ... What color is the bus driver's eyes?
They might take too long to do in the middle of an RPG session, but I've always liked "albatross puzzles", or "lateral thinking puzzles". One person gives a scenario and everyone else takes turns asking yes or no questions. The riddler can only answer "yes", "no", or possibly "irrelevant". The goal is for the questioners to figure out the story.
The name "albatross puzzle" comes from the (arguably) most famous puzzle. The scenario for this puzzle is:
A man walks into a bar and orders albatross. He gets his meal, takes one bite, then pulls out a gun and shoots himself.
I got such a kick out of figuring this one out with just yes or no questions.
They're good to play on long car trips, or when there's a power outage at work and nobody can get anything done because we all rely on computers. (That last one seriously happened to me. I started off with two or three people asking questions and by the time the power came back on I had a small army clustered around me.)