Young’s double slit experiments, which represent the mystery of quantum mechanics, have been interpreted by quantum probability waves and pilot waves. In this article, to study the mystery, we introduce a model, in which a slide of double slit and its neighbourhood is represented as a “virtual box”. The model is divided into 3 zones, zone-1 (Z-1) is from source to the slide (left side of the virtual box), the virtual box is zone-2 (Z-2), zone-3 (Z-3) is from the right side of the virtual box to the detector. We propose and carry out: (1) modified-double slit experiments for testing photons’ behaviour in Z-1; and (2) comprehensive-double slit experiments for detecting photons’ behaviour in Z-3. The latter discovers novel phenomena in Z-3: (1) the fringes of the interference pattens are formed independently and can be formed partially; and (2) the longitudinal shields (up to 180 centi-meter long) do not disturb the interference patterns at all. These novel phenomena would not be expected if photons behave as waves in Z-3. We experimentally show: (1) before striking at the slide of a double slit and/or a cross-double slit, i.e., in Z-1, photons emitted by a laser source behave as particles; (2) before striking at the detector, i.e., in Z-3, photons behave as particles; (3) the range of the virtual box is less than 3 centi-meter. On the other hand, the interference patterns do exist in the modified-double slit experiments and the comprehensive-double slit experiments. This seems a paradox. We suggest an interpretation to address the paradox. The comprehensive-double slit experiments are new tools for study the double-slit experiments, complementarity principle and wave-particle duality. Progress in studying the mystery of the double slit experiment is presented.