Young’s double slit experiments, which represent the mystery of quantum mechanics, have been interpreted by quantum probability waves and de Broglie-Bohm’s trajectory/pilot waves. To study in detail, the double slit experiments are extended to the cross double slit experiments. We argue that an interpretation must be able to explain all of the double slit and cross double slit experiments consistently. To test the interpretations, the comprehensive double slit experiments have been performed, which challenge both the wave interpretation and the trajectory interpretation. The cross double slit experiments and comprehensive double slit experiments provide a new tool for studying the mystery of double slit, wave-particle duality, complementarity principle, wave theory and trajectory theory. In this article, we review the cross double slit experiments and comprehensive double slit experiments, and report new experiments.