Visual proofs of some series. Not 100% related to probability but neat nonetheless. For example, check out the illustration of 1 + 2 + 3 + ... + n = n * (n+1) / 2
A biography about magician-turned-mathematician (probabilist) Persi Diaconis as well as a look at his experiments to understand the bias of a coin flip.
Funny, after reading the article I concluded that you must've either read this article or a similar biographical sketch. Diaconis must be some legend!
One of my favorite parts was that he was a bit 'rough' at one point. Gives the rest of us some hope!
Plus Maths Magazine: Feature Article. A look at what might have happened to a certain large bank -the probabilities of default turned out to be a lot higher than expected!