Well, an especially weird case is EPR, where observing one system can seemingly affect a second, very distant (but correlated) system. It's not too difficult to give a technical explanation of why observation can do this, although the explanation still leaves a seemingly unresolvable nugget of mystery.
The hallmark of quantum mechanics is interference effects. Suppose you set up a system in initial state |I\rangle, and then later test whether it is in final state |F\rangle. Suppose that there are two alternative ways for the system to go from |I\rangle to |F\rangle, via intermediate state |A\rangle, or via intermediate state |B\rangle. Then the probability of finding the system in state |F\rangle at the end is given by:
P(I,F) = P(I, A) P(A, F) + P(I, B) P(B, F) + \Phi(I,A,B,F)
where \Phi(I,A,B,F) is an "interference term". Without the interference term, the probabilities are easy to interpret:
- There are two ways to get from I to F: (1) along the path I to A to F, and (2) along the path I to B to F.
- The probability for the first path is just P(I,A), the probability for the first "leg" of that path, times P(A,F), the probability for the second "leg".
- Similarly for the second path.
- The total probability is just the sum of the probabilities for each path, taken separately.
But the interference term is the thing that is hard to understand in pre-quantum terms. And it's the source of the nonlocal observer effect in quantum mechanics. There can either be destructive interference, making the probability smaller for both paths than for either path separately, or there can be constructive interference, making the probability larger than for either path. This is illustrated by the famous "two-slit interference" experiment. Shine light on one screen with two small slits allowing the light to pass through, and then a second screen will show dark and bright lines, the dark lines where the light from one slit destructively interferes with light from the second slit, and the bright lines where there is constructive interference. Intuitively, it's hard to understand why opening a second slit for light to pass through would ever make it darker in some region of the second screen. The interference pattern of bright and dark lines persists even when the light intensity is reduced so low that you are seeing single photons pass through the slit. Each photon (or you can use electrons instead) seems to experience interference between the two alternative paths.
An example of the observer effect is that if you try to observe which slit each photon travels through, then the interference pattern is destroyed. The extra, nonclassical interference term goes away. It doesn't matter how unobtrusive your observation is; if it is possible to determine which path the photon takes, there is no interference.
Some people describe this effect as "observation collapses the wave function", but there is nothing special about observation. The key to understanding the observer effect is to realize that in order for there to be interference between two paths, the two paths have to lead to the same final state. If there is some difference, no matter how small, in the final states for the two paths, then there is no interference. If you observe which path a photon takes, then that makes the final states different, because
your state is different. The total state consists of the state of the photon plus the state of the observer (or a measuring device, or another particle, or whatever interacts with the photon). So depending on which path was taken, the total final state is one of two possibilities:
- The photon is in final state F, and you are in a state of remembering that it took path A
- The photon is in final state F, and you are in a state of remembering that it took path B
Those are different final states, so there is no interference between those two possibilities. It doesn't matter how unobtrusive your measurement was, or how slightly it affected the photon--if your final state is different at the end, then there is no interference.
For a human being, there is no way to reverse the effects of observing something, so there is no way to restore the interference pattern. But if the second system that the photon interacted with is something very small---say another particle--then it is possible in some circumstances to reverse the effects of the interaction so that the final states are the same. In that case, the interference pattern is restored. This is the essence of "quantum eraser" experiments, described here:
https://en.wikipedia.org/wiki/Quantum_eraser_experiment