I believe that everything has an explanation. Whether or not all these explanations fit into a nicely-wrapped package with a ribbon bow on top is something I'm less certain of. Particle physics and quantum mechanics seem to be making the most progress in the way of concrete proof, something that has yet to be seen with M-theory or like alternatives. Gravity seems to be the most elusive of things, as we still only have theories as to why it happens. I personally tend to like General Relativity, but it's not exactly a full explanation of why gravity occurs. I look forward to seeing some progress during my lifetime on these theories though!