Sudoku puzzles can be printed out, and worked on the train:

<ul>
<li>online puzzle generators
    <ul>
    <li><b><a href="http://www.opensky.ca/~jdhildeb/software/sudokugen/">opensky.ca/~jdhildeb</a></b> &mdash; nice!  I really like this one!
    <li><a href="http://www.counttonine.com/configureSudokuPdf.htm">CountToNine.com</a>
    <li><a href="http://glenn.sanson.free.fr/v2/?select=sudopdf">SudoPDF</a>
    </ul>
<li>locally-installed applications that can generate and print puzzles
    <ul>
    <li><a href="http://www.davidgunkel.de/index.en.shtml">Sudokumat</a>
    <li><A href="http://code.google.com/p/sudoku-pdf/">sudoku-pdf @ code.google.com</a>
    <li><a href="http://www.bynasoft.com/sudokup.php">Sudoku Printer</a> (shareware)
    <li>a <a href="http://www.perlmonks.org/?node=Making%20Sudoku%20Puzzles%20Using%20PDF%3A%3AAPI2">prototype Perl version</a>
    </ul>
<li>daily pre-made puzzles
    <ul>
    <li><a href="http://www.sudukopuzzles.org/sudoku-printables.html">sudokupuzzles.com</a>
    </ul>
<li>pre-made puzzles
    <ul>
    <li><a href="http://www.sudoku-topical.com/sudoku-print-out.html">sudoku-topical.com</a>
    <li><a href="http://www.krazydad.com/sudoku/">krazydad.com</a>
    <li><a href="http://www.large-print-puzzles.com/largeprint-sudoku.php">large-print-puzzles.com</a>
    <li><a href="http://www.printsudoku.com/free-sudoku-books.html">printsudoku.com</a>
    </ul>
</ul>