Zero knowledge proof protocol example?
This is a classical example.

Here is the proof system…

Bob gives two gloves to Alice so that she is holding one in each hand. Bob can see the gloves at this point, but Bob doesn't tell Alice which is which. Alice then puts both hands behind her back. Next, she either switches the gloves between her hands, or leaves them be, with probability $1/2$ each. Finally, she brings them out from behind her back. Bob now has to "guess" whether or not she switched the gloves.

By looking at their colors, Bob can of course say with certainty whether or not Alice switched them. On the other hand, if they were the same color and hence indistinguishable, there is no way Bob could guess correctly with probability higher than $1/2$.

If Bob and Alice repeat this "proof" $t$ times (with a large $t$), Alice should become convinced if the gloves are indeed differently colored; because if they would have the same color, the probability that Bob would have succeeded at identifying all the switch/non-switches is at most $(1/2)^{t}$. 

(Furthermore, the proof is "zero-knowledge" because Alice never learns which gloves have what color; indeed, she gains no knowledge about how to distinguish the gloves… but the proof system helps her.)

In case anyone has problems understanding zero-knowledge proofs, I would like to point to “Zero-Knowledge Technique (PDF)” (PDF) which contains a colorblind example similar to mine, as well as a few more examples explaining ZKP, including the example by Jean-Jacques Quisquater which has been published in “How to Explain Zero-Knowledge Protocols to Your Children” (PDF). That should help…