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Khoth comments on Critiques of the heuristics and biases tradition - Less Wrong
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You put your MP3 player on random. You have a playlist of 20 songs. What are the odds that the next song played is the same song which was just played?
In most people's experience, random sequences aren't. It's the idea of true randomness which doesn't conform to the reality people live in.
Related: Somebody flips a coin 100 times. It's come up heads each time. What are the odds it comes up heads on the 101st throw? If you're doing a probability problem, the answer is 50%. But in reality, would you bet even with 1000x1 odds in your favor on that 101st throw being a tails?
In reality, I wouldn't bet either way. It's very likely that there's a trick where the coinflip will go against whichever way I bet.
So, you no box on Newcomb's Problem? :)