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The Monty Hall Dilemma (MHD), made famous by the television game show Let’s Make a Deal, can be an effective teaching tool with wide ranging behavioral science applications. The format and history of the problem are presented as well as experimental data and variations on the original design. Strategic game playing choices are discussed from several perspectives including statistics, decision making, social and personality psychology, and cognitive functioning. Because the classroom exercise is engaging and counterintuitive, it challenges students to generate explanatory ideas that draw from multiple perspectives. It exemplifies the type of detective work and creative thinking that is central to doing research in the behavioral sciences, and it can be applied to fields as diverse as sociology, religious studies, biology, and behavioral economics.