The devastating terror attacks of 11 September 2001 have often been characterized as a “bolt from the blue.” Drawing inspiration from the political psychological literature on strategic surprise, this article poses the deceptively simple question of why so many U.S. policymakers were caught so woefully off guard last year. Through a preliminary empirical exploration of three broad explanatory “cuts” derived from the relevant interdisciplinary literature—psychological, bureau–organizational, and agenda–political—the authors seek to shed light on the sources of failure that may have contributed to 9/11 and point to promising avenues of investigation for future research as the available empirical record becomes more complete.