Hi Ho Puzzle, 1932.
(2.75 by 2.5 by 5/8 inch cardboard box, 7 plastic pieces, and directions)
The pieces are made from Bakelite (an old type of plastic developed in the early 1900's). Below are the top and bottom edges of the box and one of the sides (the other side is the same). The directions show a sitting dog and suggest that many other patterns can be made.
Further Reading
Wilipedia Bakelite Page, from: http://en.wikipedia.org/wiki/Bakelite