Coffin Quartet

Designed by Stuart Coffin (circa 1975), Made by Interlocking Puzzles (circa 2001)
(4 pieces, 3 inches square assembled)

The photo on the right above shows the four pieces in their relative orientation for assembly. Here is what Coffin says in The Puzzling World of Polyhedral Dissections:

"With puzzles of this type, there are an optimum number of pieces; and as you tinker with them, you soon gain an intuitive sense of what that number is. There is no way that a four-piece version can be very difficult, although the one shown in Fig. 51 does have the intriguing property of being serially interlocking, meaning that it can be assembled in one order only. Is a five-piece serially interlocking version possible?"