A gaming device including a game having a plurality of matingly interconnected indicators which are in the form of puzzle pieces that form a puzzle, and a plurality of masked selections associated with the puzzle pieces. The gaming device enables a player picks the selections to reveal one or more of the puzzle pieces in the puzzle. In one embodiment, the gaming device provides an award for each puzzle piece revealed in the puzzle. The player continues to pick selections until the player obtains a designated combination or section of puzzle pieces. After completing the designated combination, the gaming device provides the player with any awards associated with the puzzle pieces in the designated combination. In one embodiment, the gaming device also provides the player with the awards associated with any matingly interconnected puzzle pieces previously selected by the player.