Well, if you wanted to go the other way around, simple animations/object transformations such as move, rotation, scale etc are pretty easy to set up in something like 3D Studio max and export as animations. If you want the objects to be “together” as one model file you’d have to link them to something like a dummy object and convert dummies to bones on exporting, otherwise you’ll get like 100 separate pieces with their own skeletons and animations (if there were a 100 puzzle pieces).
Obviously this probably wouldn’t work well for a game, considering you’d probably want different types of puzzle pieces for each puzzle, so your best bet is to think of it from a programming perspective. Also it’ll be more malleable if done through programming, unless you plan on creating 500 different animations off of the top of your head.