The Collaborative International Dictionary of English v.0.48:

puzzle \puz"zle\, v. t. [imp. & p. p. puzzled (p[u^]z"z'ld);
   p. pr. & vb. n. puzzling (p[u^]z"zl[i^]ng).]
   1. To perplex; to confuse; to embarrass; to put to a stand;
      to nonplus.
      [1913 Webster]

            A very shrewd disputant in those points is dexterous
            in puzzling others.                   --Dr. H. More.
      [1913 Webster]

            He is perpetually puzzled and perplexed amidst his
            own blunders.                         --Addison.
      [1913 Webster]

   2. To make intricate; to entangle.
      [1913 Webster]

            They disentangle from the puzzled skein. --Cowper.
      [1913 Webster]

            The ways of Heaven are dark and intricate,
            Puzzled in mazes, and perplexed with error.
                                                  --Addison.
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   3. To solve by ingenuity, as a puzzle; -- followed by out;
      as, to puzzle out a mystery.
      [1913 Webster]

   Syn: To embarrass; perplex; confuse; bewilder; confound. See
        Embarrass.
        [1913 Webster]

WordNet (r) 3.0 (2006):

puzzled
    adj 1: filled with bewilderment; "at a loss to understand those
           remarks"; "puzzled that she left without saying goodbye"
           [syn: at a loss(p), nonplused, nonplussed,
           puzzled]

Moby Thesaurus II by Grady Ward, 1.0:

85 Moby Thesaurus words for "puzzled":
   addled, agape, aghast, agog, all agog, amazed, annoyed, anxious,
   astonished, astounded, at a loss, at gaze, awed, awestruck,
   baffled, bamboozled, beat, beguiled, beset, bewildered, bewitched,
   bothered, breathless, buffaloed, captivated, confounded, dazed,
   distressed, dumbfounded, dumbstruck, embarrassed, enchanted,
   enraptured, enravished, enthralled, entranced, fascinated,
   flabbergasted, floored, fuddled, gaping, gauping, gazing, harassed,
   hypnotized, in a dilemma, in awe, in awe of, in suspense,
   inconvenienced, irked, licked, lost in wonder, marveling,
   mesmerized, muddled, mystified, nonplussed, on tenterhooks,
   open-eyed, openmouthed, overwhelmed, perplexed, perturbed, plagued,
   popeyed, put to it, rapt in wonder, sore beset, spellbound,
   staggered, staring, stuck, stumped, stupefied, surprised, thrown,
   thunderstruck, troubled, under a charm, vexed, wide-eyed,
   wonder-struck, wondering, worried