I am pondering this question as I contemplate writing my massive "why you should do wooden jigsaw puzzles" post, because of the exception for pictures of useful articles that incorporate expressive works. If I want to show some representative pictures, some of my best puzzles use images still within their terms of protection, and while I have full confidence in fair use, it's also worth considering whether the copyright owner's rights would be implicated even without fair use. (Bonus round question: does a disassembled jigsaw puzzle, with all the pieces turned up, have "fragmented literal similarity" to the full image?) I think the answer ought to be that a puzzle is a useful article, because assembling a puzzle is not merely a representation of the thing depicted (the way a toy airplane might be). Indeed, the puzzle has utility, though perhaps less saleability, even without the image--there are image-less puzzles for people like me who like a particular kind of challenge.
Other questions of interest: is the jigsaw pattern itself a copyrightable work? When hand-cut, there's a strong argument for that, and depending how laser cutting is done, perhaps also for laser-cut patterns. What about when the pattern is created by a computer program? This last question, at least, has generated a fair amount of attention in the legal literature.
I would love to hear others' thoughts.