This one is a hard one:
there are two coins, a guy tells you to pick a side heads or tails, you pick heads. He takes away one coin and flips the coin and asks wether you want him to turn it over and reveal or reveal it now.
What is the probability you get heads if you stayed?
another one:
You have a revolver that has a cylinder with only three chambers, you put one bullet inside and you spin. You click once and nothing happens but you really want to die. If you turn the cylinder once what are the odds you'll die?