[ikken]

It's not my field, but I remember reading that your example doesn't represent entanglement because when put into envelopes, one marble is already red and another blue.

In quantum entanglement they are both truly and really random until you measure one. And it's not random in a sense that you closed your eyes when putting them into envelope. They actually both don't have a "selected" color. They "snap into one of two colors" when you measure (look at) one. And the "unbelievable" thing is that when you measure one, the other one immediately snaps into opposite color, no matter how far it is.

[Koshkin]

I don’t think this is correct. The two particle system is prepared in a perfectly known state (e.g. both spins up). There’s nothing random about it. Randomness only occurs at the measuring device, if it not aligned with the direction of the spin of the incoming particle.

[zkmon]

Nope. They don't "have" their own state until one of them is measured. But they do have a correlated state which exists before measurement, which says they have opposite/same states. The individual states arise only after measurement. I'm not a physicist, but wrote a Quantum Simulator.