Simon Tatham's Portable Puzzle Collection
I first knew many of them by the Nikoli/Japanese names, under which they were released on Nintendo portable platforms.
KenKen -> Keen
Hitori -> Singles
Slitherlink -> Loopy
Sudoku -> Solo
Akari -> Light Up
Relatedly, there's a nice book with a mildly embarrasing title called "Puzzle Ninja: Pit Your Wits Against the Japanese Puzzle Masters" that works as a nice intro to many of these games, and has interviews with creators. Though I find discovering the strategies for new games to be part of the fun, so it is a bit spoilerish that it walks you through some of the basics, but ideal for someone new to the whole area.