Beautiful. I had seen Markov chains mentioned before, but had not looked them up. Skimming the wikipedia page made sense (it's a state machine with transitions determined by probabilities instead of defined events), but I would not have had an intuitive understanding of why they are useful. The explanation mid-way down about modeling the distribution of sunny and rainy days really made it click for me.
Shannon's paper becomes a lot more fun once you've grokked Markov chains. http://cm.bell-labs.com/cm/ms/what/shannonday/shannon1948.pd... There's a bunch of fun stuff that suddenly becomes possible. It's gently distressing that by far the most use that Markov chains have seen so far is to generate English-like gibberish text to beat spam filters.
I don't think that's the most use they've gotten, just the most obvious and visible use.