One example of this are the hash collision bounties. There are bitcoins out there that can be unlocked by submitting an example of a hash collision for SHA1 (claimed in 2017), SHA256, RIPEMD160, RIPEMD160(SHA256()) and SHA256(SHA256()).
As the bitcointalk post above mentions, since the scriptSigs unlocking these bounties don't cryptographically sign the transaction outputs, anyone can copy them into a transaction that would send the coins to them. This applies to all bitcoin "bounties" or "puzzles".
The posts suggests you mine the block containing this transaction yourself, but unless you have a lot of mining hardware you won't be able to do that. Even then, you wouldn't be safe against a chain reorganization by a large miner or mining pool if the bounty were big enough. Simply broadcasting the transaction carries a high risk of a miner replacing your transaction with theirs or someone intercepting your transaction and broadcasting their version to miners faster and/or with a higher fee.
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