You are given a chessboard with a black king at d5, and four white rooks in your hand.
You may place the rooks onto the board one at a time, always checking the king. After each rook placed, the king may make a single move according to the normal rules of chess.
How should you place the rooks so as to guarantee checkmate with the fourth one?
This puzzle is harder than it looks; apparently it was once presented to a group of grandmasters, who took multiple minutes to solve it.
There are several valid solutions (e.g. due to the symmetry of the board); finding a single one will be enough.
Disclaimer: I didn't invent this idea, but nor can I credit anyone specific for it; it's a very old, anonymous, puzzle.