Most of the informal proofs about volume of pyramid I have seen involves cutting cube into 3 like this:

Then it skips to statement that volume of any pyramid is $\frac{bh}{3}$ where $b$ is base and $h$ is height.
How does cutting a cube into 3 pieces proves that it is true for any pyramid(let's say star pyramid, rectangular pyramid,...) is $\frac{bh}{3}$?


Suppose you know that any pyramid with a square base has volume $\frac13 bh$.
Next, suppose the base (with area $b$) is a shape made up of $k$ squares (with areas $b_1, \dots, b_k$). We can chop up the pyramid into $k$ pyramids with square bases, which have volumes $\frac13b_1h, \dots, \frac13b_kh$. The total volume will be $\frac13(b_1 + \dots + b_k)h$, or $\frac13bh$.
Next, suppose the base is any other shape. (The pyramid could be a cone, a pentagonal pyramid, whatever.) We can approximate the base arbitrarily well with shapes made up of many tiny squares (that's how your computer screen works). Since all those approximations have volume $\frac13bh$, so does the real pyramid.