Quantum physics tells us that two events in separate locations, may actually be the same event. Einstein was concerned by the implications of the wave-particle theory of quantum physics. He devised his own thought experiment (which has now been confirmed mathematically and experimentally). It should be noted that Einstein was so disturbed by the implications of his thought experiment, he concluded that quantum theory must be incomplete.
Einstein Podolsky Rosen Paradox
Imagine that two identical wave-particles are sent off in opposite directions. What will happen if we try to measure the location of the first wave-particle and the momentum of the second? Remember, the wave-particles are identical, so the measurement for one wave-particle will be the same for the other. If we measure the location for the first wave-particle, it immediately collapses the second into a particle as well.
Ok, why is this amazing?
If observing wave-particle 1 (measuring it's location) affects wave-particle 2, then there is some communication or connection between the particles. This communication is occurring faster than the speed of light and without any energy transfer. This is goes against all common sense views of the world. Even Einstein couldn't believe it.