It's a puzzling situation. I don't know what to think about it.
I must say, madam, I find your sympathies extraordinarily puzzling.
The fact that she took her pet parrot with her is particularly puzzling. A girl with a parrot is not easy to miss. And yet...
Why, oh why did he decide to give his fortune away? It's puzzling to me. I was unable to puzzle out the message.
It's a rather puzzling film.