Seems like many of these aircraft would fit in shipping containers with some slight disassembly.
It was probably just cheaper and less risky to put it in a box. (The L-39's range is only about 550 nautical miles, maybe 700 on a good day).
That said, here's an article written by a pilot who ferried an L-39 across the Atlantic. It talks about all the details that had to be taken care of (even more so since it was a former military jet): http://www.internationaljets.com/overtheocean.html http://www.internationaljets.com/overtheocean2.html
It is usually sent by container in cases, for example, where maintenance is needed
But even small aircraft can be ferried without many issues (beyond a convoluted path)
I live in Iceland though so I'm wrong to assume that this is the norm everywhere else.