Single-piece replacement is nearly impossible — manufacturers don't stock individual pieces, and each die-cut is unique.
Best Attempts (Low Success Rate)
Contact Publisher: Email customer service (Ravensburger, Buffalo, Clementoni, etc.) with photo, lot number (box side), piece shape description. Rarely works for recent (<2 yr) puzzles.
Post on Communities: r/JigsawPuzzles, r/PuzzleExchange, Facebook "Jigsaw Puzzle Swap," BoardGameGeek "Parts" forum. Include clear photo of hole + surrounding pieces.