Imagine you have a lamp that sends a single photon, a double slit, and a screen with silver or something to catch the photon. All of that is inside a black box. You press the button to send the photon, open the box and see the screen.
There are 5 possible scenarios:
1) The wave function collapsed when the photon colides with the screen. You can calculate the time using distance/c. All the other steps are classic. You just open the box and see where the spot was.
2) When the photon colides with the screen there is no colapse. You get a superposition of two screens. A few milliseconds later when the gas inside the box hits the screen there is a collapse and ow you have a classic spot in a classic screen. Later you just open the box.
3) When the photon colides with the screen there is no colapse. You get a superposition of two screens. A few milliseconds later when the gas inside the box hit the screen, the gas gets entangled and later the walls of the box get entangled. There is no collapse until you open the box. Anyway, when you open the box everything get's classic and you see the usual result.
4) When the photon colides with the screen there is no colapse. You get a superposition of two screens. A few milliseconds later when the gas inside the box hit the screen, the gas gets entangled and later the walls of the box get entangled. There is no collapse. When you open the box your eyes and brain get entangled. There is no collapse! Anyway, each of the versions of you see the expected result because each one is entangled with a screen that has a spot as expected.
5) Shut up and calculate!
I'm a strong proponent of 5 because people pay me to calculate the distribution of the probability of the spot and not to tell weird stories.
The easy way to get the result of 5 is to use the scenario in 1, and that is what is teach, and that is essentially the Copenhagen interpretation and anyone that is not insane will use that scenario to make the calculations because it's "obvious" that all the other add negligidle corrections and are infinitely more difficult.
Here the problem is to define what is a measurement. It's "obvious" that the screen is good enough, but there is no good technical definition of what "obvious" means.
The problem is that the only non magical scenario is 4, where there is no collapse and you get entangled too. There are still many technical details to solve, but if it's real you would see the same experimental results than in 1, 2, 3 and 4, but the advantage is that there is no magic rule of collapse. In this scenario, measurement does not collapse wave functions, it just an illusion when some of the parts is big enough to get decoherence and make all the versions so different that you get (almost) no interference effect.
Anyway we are still not sure, so you can believe any of them until someone solves the problem, probably in 50 or 100 years.