General anesthesia is a drug-induced, reversible condition comprised of five behavioral states: unconsciousness, amnesia (loss of memory), analgesia (loss of pain sensation), akinesia (immobility), and hemodynamic stability with control of the stress response. The mechanisms by which anesthetic drugs induce the state of general anesthesia are considered one of the biggest mysteries of modern medicine. We have been using three experimental paradigms to study general anesthesia-induced loss of consciousness in humans: combined fMRI/EEG recordings, high-density EEG recordings and intracranial recordings. By using a wide array of signal processing techniques, these studies are allowing us to establish precise neurophysiological, neuroanatomical and behavioral correlates of unconsciousness under general anesthesia. Combined with our mathematical modeling work on how anesthetics act on neural circuits to produce the state of general anesthesia we are able to offer specific hypotheses as to how changes in level of activity in specific circuits lead to the unconscious state. We will discuss the relation between our findings and two other important altered states of arousal: sleep and coma. Our findings suggest that the state of general anesthesia is not as mysterious as currently believed. Statistical and mathematical analyses have played a key role in deciphering this mystery.