Since the earliest days of jigsaw puzzles the manufacturers have constantly endeavoured to create new cutting styles that differentiate their work. Even amongst modern, mass-produced puzzles there is considerable variation in the size, shape and intricacy of individual pieces.
The method of cutting pieces varies from puzzle line to puzzle line. Two puzzles of the same size and series from the same manufacturer usually have exactly the same cut, since the cutting dies are complex and expensive to make and so are used repeatedly from puzzle to puzzle. This enables disparate puzzles to be combined in odd ways. Larger puzzles are commonly cut into two or more sections.
More recently, technology such as computer controlled laser and water-jet cutting machines have been used to give a much wider range of interlocking designs in wood and other materials. These methods, however, have the undesirable effect of removing a small amount of material giving a loose fit with the adjoining pieces.
Beginning in the 1930s, jigsaw puzzles were cut using large hydraulic presses which now cost in the hundreds of thousands of dollars. The cuts gave a very snug fit, but the cost limited jigsaw puzzle manufacture only to large corporations. Recent roller press design achieve the same effect, at a lower cost.
Source : http://en.wikipedia.org/wiki/Jigsaw_puzzle