After reading up on particle-wave duality and the double-slit experiment, I came upon this in the article.
The most baffling part of this experiment comes when only one photon at a time is fired at the barrier with both slits open. The pattern of interference remains the same, as can be seen if many photons are emitted one at a time and recorded on the same sheet of photographic film. The clear implication is that something with a wavelike nature passes simultaneously through both slits and interferes with itself — even though there is only one photon present. (The experiment works with electrons, atoms, and even some molecules too.)
http://en.wikipedia.org/wiki/Double-slit_experiment
Would someone care to try and explain this? Or do we just not know enough as of yet to understand why this happens?