The party reaches a point where they find a box containing numbered blocks of wood with pegs in them, and a pegboard on the wall. There is nothing more than numbers on the outside of the grid to indicate what is to be done.
Prior to this point, the PCs have been given some hint as to what they need to do(I handled this by allowing them to find a note on a dead higher up who would know how the puzzle worked). The pieces of numbered wood are supposed to add up, on all sides, the sum of those numbers to equal the numbers that are on the outside of the board. All five pieces must be used to open the door.
The original puzzle was stolen from the following web page, thanks to that puzzle creator!
This page contains all the puzzles and their solutions, pick your favorite one.
As game master, I like to give my players puzzles that they must actively solve, and this is merely one way to work in an otherwise "non-fitting" puzzle into a fantasy adventure. Truth be told, I simply like puzzles, and in order to work them in, I will create any implausible set of circumstances to fit them in. The "combination locked door" is one of my favorite circumstances, even though the determined player character can always simply bash down the door. My players are nice about that, though, allowing me to give them a puzzle to solve rather than applying their own "key" to the door(usually a large warhammer).