You can do a really simple thought experiment that provides a persuasive argument in favor of the many worlds theory. Or at least, it shows that wave function collapse is relative to an observer, not universal everywhere.

Start with Schroedingers cat: the cat is in a box, it’s in a state of quantum superposition. It’s 50/50 alive or dead. Now a researcher opens the box: the cat is found to be either alive, or dead, and according to the Copenhagen interpretation we say that the wave function has collapsed.

But, now take the cat and the researcher, and put the whole first experiment inside another box. Now the researcher inside the second (outer) box opens up the box with the cat. From outside the second box, we still must say that the first researcher is in a state of superposition, but when the second box is opened, the first researcher will say, oh, I’ve known the cat was dead for 10 minutes or whatever.

So, before we open the second box, has the wave function collapsed, or not? It depends on which researcher you are. But Every part of the universe is in some sense “in a box” until information passes to it from another part of the universe. I give you: many worlds.