There's something thrilling about mystery. And this vast world offers a great many of them, from Stonehenge to Easter Island, some with better explanations than others. Although we like to think that we've got our earth's oddities down to a science, here are a few that continue to befuddle even the world's brightest.

[See a photo recap of The 8 Most Mysterious Places in the World]

The world's largest pyramid -- called the Great Pyramid -- was constructed around 2550 B.C. and commissioned by Egyptian Pharaoh Khufu, who would be buried inside. This massive triangle-faced tomb is comprised of about 2.3 million stone blocks, which each weigh anywhere from 2.5 to 15 tons and took some 20,000 laborers to build. National Geographic reports that several shafts were left open to perhaps allow "Khufu to travel to the stars in his afterlife." Although much is known about the Great Pyramid and the complex of other Giza pyramids, it makes our mysterious list for its sheer magnificence against the expansive Egyptian horizon.

In June of 1947, an alleged UFO crashed in Roswell, New Mexico, a small city about 200 miles south of Santa Fe. Supposedly, the remains of aliens were uncovered. The U.S. military discounted such reports as nonsense, and in the mid '90s issued statements, saying that the recovered debris were from a top-secret government trial called Project Mogul. Alien enthusiasts begged to differ, claiming a massive government cover-up. A massive government conspiracy or a few imaginations run amok -- who's to say? -- but there's no doubt that Roswell is mysterious. These days the town is very welcoming to outer space visitors, forming alien welcoming committees and hosting an annual alien festival in July.

Giant's Causeway is a mystifying expanse of basalt columns -- around 40,000 of them -- located on the craggy coast of Northern Ireland. It might owe its existence to an ancient volcanic explosion. But Irish legend tells a different story about this geological enigma in County Antrim. In one version, the warrior-giant Finn McCool built the causeway to attack his arch nemesis, the Scottish giant Benandonner. In another version, McCool used it to save a lover from an island in the Hebrides. Accessible via the A2 Coast Road, Giant's Causeway is a stone's throw from Old Bushmills Distillery. It makes one wonder: Are these myths a result of one too many whiskey sips?

The scenery in Cappadocia, Turkey is outright bizarre. Volcanic eruptions left an almost lunar-looking landscape, which later became a godsend. Second-century Christians fleeing their Roman persecutors carved hiding places into the surreal-looking cones and chimneys of Cappadocia. There they stayed for years and years, and their rudimentary rooms became intricate cities, complete with wineries, bathrooms and churches. The Roman Empire has long-since fallen and Christians long-ago dispersed, leaving the underground cities vacant. Today the moon-like Cappadocia landscape is experiencing renewal, drawing travelers searching for a great photo op and perhaps a hot-air balloon ride.

The best-preserved city from the Inca Empire, Machu Picchu rests dramatically in the mist-shrouded Peruvian Andes. Perhaps its cloud cover was the reason it lay forgotten for so long -- in fact, Machu Picchu's often nicknamed "The Lost City of the Incas." Raised around 1400 A.D., construction was abandoned during the Spanish Conquest. However, its well-hidden position protected it from the conquistadors, and it lay in seclusion until 1911 when American historian Hiram Bingham happened upon it. Many believe this Inca site was purposed as a mountain retreat for then-ruler Pachacuti, but its inclusion on this list is more for its aesthetics -- craggy mountains, emerald grass, swirling clouds: Does it get more mysterious?

Ranks of stoic stone faces pepper Easter Island, a tiny slab of land floating in the Pacific Ocean off the coast of Chile. These giant 14-ton sculptures (887 of them) have been christened "moai," and their raison d'être has puzzled scholars for years. Why would the native Rapu Nui people, thousands of years ago, exert so much time and energy to erect these giant countenances? With no written record, we can't really be sure. But PBS reports that one archaeologist, Jo Anne Van Tilburg, believes they acted as the go-between for the Rapa Nui chiefs and their gods, as well as the sky and the earth. Who knows, but Easter Island and its sculptures are definitely mysterious.

The puzzling Georgia Guidestones stand 16 feet tall in northeast Georgia, about a two-hour drive from Atlanta. The five slabs of granite are inscribed with different languages -- from English to Swahili to Babylonian Cuneiform -- and their supposed purpose is to instruct apocalypse survivors on how to rebuild society. One instruction reads: "Guide reproduction wisely -- improving fitness and diversity." So, how were they built? In 1979, someone going by the pseudonym R.C. Christian, commissioned this work. For their eccentricity and anonymity, the Georgia Guidestones place as the second-most mysterious place in the world.

Not quite a two-hour drive from London stands one of the world’s real head-scratchers: Stonehenge. The heritage of this prehistoric monument of large standing stones -- some 50 tons in weight -- has garnered much speculation: Some say druids built Stonehenge as a temple; others attribute it to indigenous people thousands of years ago; still others like to associate it with the King Arthur myth, which states that the wizard Merlin brought the stones to their current location. No one is certain about who constructed it (not to mention how they transported these massive rocks hundreds of miles from their supposed Welsh home), and no one is sure of the monument's purpose. For its continuing enigma and beautiful setting, Stonehenge is the most mysterious place in the world.

[Pictures of The 8 Most Mysterious Places in the World]

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