While I am in air, I am not in oxygen.
I am also in water, but not in hydrogen.
I am necessary in all animals, but you won't find me in the zoo.
Look in all brains and you'll find me there too.
What am I?

You are on a gameshow and the host shows you three doors. Behind one door is a suitcase with $1 million in it, and behind the other two doors are sacks of coal. The host tells you to choose a door, and that the prize behind that door will be yours to keep.
You point to one of the three doors. The host says, "Before we open the door you pointed to, I am going to open one of the other doors." He points to one of the other doors, and it swings open, revealing a sack of coal behind it.
"Now I will give you a choice," the host tells you. "You can either stick with the door you originally chose, or you can choose to switch to the other unopened door."
Should you switch doors, stick with your original choice, or does it not matter?

You should switch doors.
There are 3 possibilities for the first door you picked:
You picked the first wrong door - so if you switch, you win
You picked the other wrong door - again, if you switch, you win
You picked the correct door - if you switch, you lose
Each of these cases are equally likely. So if you switch, there is a 2/3 chance that you will win (because there is a 2/3 chance that you are in one of the first two cases listed above), and a 1/3 chance you'll lose. So switching is a good idea.
Another way to look at this is to imagine that you're on a similar game show, except with 100 doors. 99 of those doors have coal behind them, 1 has the money. The host tells you to pick a door, and you point to one, knowing almost certainly that you did not pick the correct one (there's only a 1 in 100 chance). Then the host opens 98 other doors, leave only the door you picked and one other door closed. We know that the host was forced to leave the door with money behind it closed, so it is almost definitely the door we did not pick initially, and we would be wise to switch.
Search: Monty Hall problem

A king has 100 identical servants, each with a different rank between 1 and 100. At the end of each day, each servant comes into the king's quarters, one-by-one, in a random order, and announces his rank to let the king know that he is done working for the day. For example, servant 14 comes in and says "Servant 14, reporting in."
One day, the king's aide comes in and tells the king that one of the servants is missing, though he isn't sure which one.
Before the other servants begin reporting in for the night, the king asks for a piece of paper to write on to help him figure out which servant is missing. Unfortunately, all that's available is a very small piece that can only hold one number at a time. The king is free to erase what he writes and write something new as many times as he likes, but he can only have one number written down at a time.
The king's memory is bad and he won't be able to remember all the exact numbers as the servants report in, so he must use the paper to help him.
How can he use the paper such that once the final servant has reported in, he'll know exactly which servant is missing?

When the first servant comes in, the king should write down his number. For each other servant that reports in, the king should add that servant's number to the current number written on the paper, and then write this new number on the paper.
Once the final servant has reported in, the number on the paper should equal
(1 + 2 + 3 + ... + 99 + 100) - MissingServantsNumber
Since (1 + 2 + 3 + ... + 99 + 100) = 5050, we can rephrase this to say that the number on the paper should equal
5050 - MissingServantsNumber
So to figure out the missing servant's number, the king simply needs to subtract the number written on his paper from 5050:
MissingServantsNumber = 5050 - NumberWrittenOnThePaper

Mr. Black, Mr. Gray, and Mr. White are fighting in a truel. They each get a gun and take turns shooting at each other until only one person is left. Mr. Black, who hits his shot 1/3 of the time, gets to shoot first. Mr. Gray, who hits his shot 2/3 of the time, gets to shoot next, assuming he is still alive. Mr. White, who hits his shot all the time, shoots next, assuming he is also alive. The cycle repeats. All three competitors know one another's shooting odds. If you are Mr. Black, where should you shoot first for the highest chance of survival?

He should shoot at the ground. If Mr. Black shoots the ground, it is Mr. Gray's turn. Mr. Gray would rather shoot at Mr. White than Mr. Black, because he is better. If Mr. Gray kills Mr. White, it is just Mr. Black and Mr. Gray left, giving Mr. Black a fair chance of winning. If Mr. Gray does not kill Mr. White, it is Mr. White's turn. He would rather shoot at Mr. Gray and will definitely kill him. Even though it is now Mr. Black against Mr. White, Mr. Black has a better chance of winning than before.