As you might have guessed there aren't too many of them - and they all probably have a logical reason for being there - but still, until someone comes up with a perfectly reasonable answer to them, they will be considered mysteries of the universe.
All right, let me start with the most obvious one, that nowadays every man on Earth seems to have heard about:
1. Underwater lakes and rivers.
These "lakes" are actually made up of super-saline waters, which means that it simply doesn't mix with the water around it. Apparently, when it was first discovered, people tried to sink their cameras in its depth to see if something maybe lives in it, but the water was so thick, it kept pushing the cameras back to the "surface".
I don't find anything surprising in that (I did have my fair share of bathing in pretty salty waters, and I now how hard it is to actually sink down in it).
But, let me assure you, the whole concept of having a lake under water kind of sounds like a fictional thing. Maybe all those bed-time stories will come true at some point?
Take a look at some pics, and even a video about it:
2. Pyramids and cities.
If you ever go to Japan, instead of just wondering around looking at weird things, how about going for a swim to take a look at the huge underwater structure they found in 1987.
The "city", named Yonaguni is thought to be about 5000 years old. They also think that the reason behind it sinking was the earthquake that struck the area. (Earthquake? In Japan? How... astounding!)
The funny thing is that there are still some people out there who think that this structure is wholly natural.
You can check it out here:
Also, if you were wondering, Japan is not the only one that has sunken cities. There are some in India, Israel, Egypt, Cuba, Greece - hell, even Britain has some. Also, there's Micronesia, Turkey, Cape Verde, Madeira, Greenland, the Canary islands... The Mediterranean is supposed to have about 200 known sunken cities (Tho I'm still not sure that I believe that. The internet can be full of shit sometimes... I would appreciate it if someone from the field could tell me if this is actually true).
3. Forests.
Trees do not belong under water, but sometimes it does happen, whether by natural causes, or just because humans are assholes. Still, there is no reason why some people should use these forests to salvage some wood out of it, and thus, there are actual companies who cut down these trees, as if nothing unusual was happening.
Forests can be find all over the world - yes, even the submerged variety. There are a few even in my country, like Lake Bezid, which doesn't only have sunken trees still sticking out of the surface of the water, but it also houses a whole sunken village. (Some people say that it was flooded because they wanted to make sure that the whole area was protected against other floods, so practically "fight fire with fire" strategy. Other people think, tho, that it was just one of the first villages to suffer Ceasescu's village-eradication insanity.)
Here's a pic, although it's not as impressive as the one I'm going to show you after it.
Lake Kaindy, which is situated in Kazahstan is the first one. It was formed in 1911 after a landslide (resulted from an earthquake).
There are, of course a bunch of others, but I'm too lazy to be bothered with posting anything about them. :P Instead, here's a pic, of a submersive lumberjack.
Yeah, that's the machine that cuts down all the trees underwater. Neat, eh?