Ask Dr. Math at The Math Forum: puzzles and problems sent in, with replies; click on the grade level, then "Puzzles" or "Word Problems"
Other Problems and Puzzles from The Math Forum's Problems of the Week page
Solve This!: a ThinkQuest project developed by three fifth grade students in Bradford, VT
St. Francis Xavier University, Nova Scotia: problems for grades 5 through 12, organized by grade
WASL sample problems, Port Angeles, WA: organized by grade and strand, K through high school
NRICH: mathematics problems, games and articles from the UK, excellent use of technology
NZMaths: Problem Solving : problems and accompanying lessons from New Zealand, organized by level and strand
Brain Teasers from Houghton Mifflin's Kids' Place, grades 3-8, change each week