Actually, I think scientists would argue that we have a very well supported explanation for why bad things happen to good people. Bad things happen to people in a random distribution. Thus, good people are as likely as anyone else to have bad things happen to them.
new theory actually does away with dark energy. one down!

http://www.sciscoop.com/story/2005/3/18/64614/2883
Max-- yeah, I think its harder to formulate a "religous" explanation (at least w/ an omnipotent, omnibevolent deity) than a "scientific" one for that.
FoSO -- cool!
You give religion a comic-book treatment by saying that believers think they know everything. While there are certainly some who behave this way, go read any of the great theologians -- say, Aquinas -- and you'll see that most concede that the enormity of God can't possibly be grasped by the human mind. This is what's traditionaly called "mystery," as in the mysteries Catholics contemplate in praying the rosary -- events of which we have some historical knowledge, but can only begin to grasp at the workings of grace within them. Theodicy -- why good things happen to bad people -- is one such mystery. You won't find an easy, one-line explanation, because the divine workings are greater than our capacity to fathom. But for starters, read the Book of Job or any number of commentaries about it.