Collective intelligence emerges when distributed agents with local interactions and simple rules produce globally coordinated behavior. The phenomenon appears throughout nature: ant colonies self-organize to find food and build nests, bird flocks achieve aerial maneuvers with no leader, fish schools synchronize movements to evade predators, and neural networks in brains produce thought without a central command center. The central puzzle is how decentralized agents (ants, neurons, individuals) lacking global information and communication produce intelligent collective behavior.