Picture this: you shine a flashlight at a donut in a dark room. On the wall, you'll see a patch of light where the light passes through the donut hole. Add another donut, and you'll see two patches of light. Nothing strange here, right? However...

If you do this same experiment on a smaller scale, you do not get the same results. When the donut holes and the space between them get very, very narrow (tiny slits), weird things begin to happen. One slit still makes one patch of light, but two slits results in a series of banded lines! This is known as an "interference pattern," and is possible only if light rays traveling multiple paths interact with each other along the way.

But what's really strange is that you still get this pattern even if you reduce the amount of light until you're only sending individual photons (the smallest amount of light possible) through the slits. You'll get exactly one photon in exactly one place on the far wall, each time, but if you do that over and over, many many times, you'll see that the individual photons end up grouped into the same exact interference pattern as when you were using the full flashlight. This means that, somehow, each individual photon spreads out into some kind of wave or cloud of multiple photons, which travel every possible path through the slits, and interfere with each other along the way.

Physicists say that this photon is in a "superposition" of all its possible locations until it is observed, and at that moment it instantaneously "collapses" back into exactly one photon, in exactly one place. But until then, the photon is literally in more than one place (or "state") at a time. (More...)