This construction toy 3D puzzle is made for laser cutting from the poliurethane foam sheet. It has enourmous number of parts, and features 3 moving railway carriages, one lift and a lot of other details.
I also have the collection of smaller things designed by me for this foam cutting, if you like to have them, just let me know and I will upload them as well.
DWG files include complete set of pieces prepared for laser cutting (Just split them for your cutter size, feed the DXF into CNC cutter and enjoy assemblying it), In terms of the material you should use polyurethane foam (yoga mat sort of thing), the reason is the interlocks are designed in terms of this flexible thing, so you cannot cut it from plastic as it will be impossible to assemble. The files are named for different sheet thickness you have to use: 3mm, 4mm, 5mm, and 8mm (major components) respectively.
The files are splitted onto groups: Main City, Lift, Train (you shall cut 3 of those), and habitants of the City (2 Robot types and 2 Alien types).
Advise will be to try to cut simplest things first just to feel it with your material (robots, trains, or aliens), and then cut out the rest.
STEP file is also there if you would like to play with it, or to find out how to assemble everything together.
UPD(03.10.2011): New dxf files uploaded, error with duplications is fixed.