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Some resources for understanding enough of what quantum mechanics is to know why people are so puzzled by and interested in it.
Double Slit Experiment SK, YouTube
(click the pic, note the nr of views)
There is a subsequent experiment called the Delayed Choice Quantum Eraser that places the “camera” observing which path the particles/waves take at a point AFTER they pass through the slits. For me, this has been a really, really important experiment because it shows cause and effect apparently running backwards and also suggests that the universe itself can be a kind of observer.
Not that there is anything like universal agreement as to how to interpret that experiment. Here is a video that explains first the double slit experiment, then the delayed choice QM eraser experiment, and then offers Thomas Campbell’s interpretation of all that. I can vouch for the first two elements of the video, but have not yet given the third part much thought. The second part is completely accurate and clear as an explanation to the best of my knowledge. Like many people, the narrator of this video speaks in the metaphor of the photon as “deciding.” “How can the photon decide …?” he asks several times. This may suggest the important metaphor of natural selection. I don’t think we can actually think without metaphors.
Here is the best source I have found so far to explain all the details of the Yoon-Ho Kim version of the experiment. It has the blessing of Kim himself BUT it is written for the advanced student. I have summarized that paper myself in order to make it as clear as I can — here. (To see pop-up notes the file may need to be opened in a program like Adobe Reader or Acrobat.) Finally, here is the actual original article by Kim et al. (Phys.Rev.Lett.84:1-5,2000).
Entanglement, the EPR Paradox or paper, Bell’s Theorem and Alain Aspect’s resolution are on a separate page – here. And here is a website that links to pdfs of the actual three papers in play – the EPR, Bell’s Theorem paper, and Alain Aspect’s first report in 1982.
This just in (1-25-13) — an actual survey of physicists attending the conference “Quantum Physics and the Nature of Reality," held July 3-7, 2011, at the International Academy Traunkirchen, Austria. A survey asking them how they interpreted quantum mechanics. Very revealing 
even though only 33 (of 35 attendees) physicists are polled. I have the pdf here.
Just discovered this elegant French site.
This is their take on the double slit experiment. (Look right on the page.) Notice that it, accurately, represents the particles involved (electron or photon etc.) only as particles when they are in fact observed. At other times they are represented as the famous waves of probability that get collapsed when an observation is made.
The standard or Copenhagen interpretation is that the waves are not material, they are just a mathematical function representing the probability that if you did perform an observation somewhere, the electron would be there. “Born realized the waves are not material as Shrödinger wrongly supposed; they are waves of probability, rather like actuarial statistics….” (Pagels, Cosmic Code, 80, his emphasis.) One thing this means is that while the eye will see an electron every time it looks (except when it happens to be behind it, I guess), the electron won’t always be going through one or the other slits. QM is a statistical science that can still blow your socks off.
Here is an exhibit on Werner Heisenberg and QM created by The American Institute of Physics and David Cassady at Hofstra University. It is quite historical, done by physicists looking at exactly what who said when. It also has lots of background info. And it is directed at the thoughtful layman as well as the professional physicist. I enjoyed this conversation between the young Heisenberg and the prime of life Einstein, as recalled by Heisenberg. Einstein objects to something Heisenberg is doing in this QM effort, and H objects that E did the same thing in his Relativity Theory. Then:
"Possibly I did use this kind of reasoning," Einstein admitted, "but it is nonsense all the same....In reality the very opposite happens. It is the theory which decides what we can observe."
