A complete macromolecule modeling package must be able to solve the simplest structure prediction problems. Despite recent successes in high resolution structure modeling and design, the Rosetta software suite fares poorly on small protein and RNA puzzles, some as small as four residues. To illustrate these problems, this manuscript presents Rosetta results for four well-defined test cases: the 20-residue mini-protein Trp cage, an even smaller disulfide-stabilized conotoxin, the reactive loop of a serine protease inhibitor, and a UUCG RNA tetraloop. In contrast to previous Rosetta studies, several lines of evidence indicate that conformational sampling is not the major bottleneck in modeling these small systems. Instead, approximations and omissions in the Rosetta all-atom energy function currently preclude discriminating experimentally observed conformations from de novo models at atomic resolution. These molecular "puzzles" should serve as useful model systems for developers wishing to make foundational improvements to this powerful modeling suite.