Two years ago, faint circles of diffuse radio emission (Odd Radio Circles, or ORCs) were found in the first quality images from CSIRO's new ASKAP radio telescope. Such circles had never been seen before and we had no idea what they were. They remain rare, with only one found about every 100 square degrees of sky. The South African Meerkat telescope has now produced deep images showing structure within the ORCs, and also measurements of their magnetic field. From these and other observations, we now know they surround high-redshift (z~0.5) galaxies, and are probably shells of shocked gas, typically a million light-years in diameter, resulting from a cataclysmic event in the host galaxies. However we do not yet know what that event was -- perhaps a galaxy merger, or a merger of SMBHs, or maybe we are seeing a starburst termination shock. In this talk I will review the evidence, discuss the possible models for the formation of ORCs, and speculate on what we need to do to solve this mystery.