Tom Stoppard’s “Rosencrantz and Guildenstern Are Dead” opens with a puzzling scene in which the title characters are betting on coin throws and observe a seemingly astonishing run of 92 heads in a row. Guildenstern grows uneasy and proposes a number of unsettling explanations for what is occurring. Then, in a sudden change of heart, he appears to suggest that there is nothing surprising about what they are witnessing, and nothing that needs any explanation. He says ‘…each individual coin spun individually is as likely to come down heads as tails and therefore should cause no surprise each time it does.’ In this article I argue that Guildenstern is right – there is nothing surprising about throwing 92 heads in a row. I go on to consider the relationship between surprise, probability and belief.