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English Translation

unable to make head or tail of something, baffling, inexplicable, odd

Breaking it down

1. 莫名: beyond description, indescribable
2. 其: that
3. 妙: ingenious, clever

Source: Google Image Search

Usage

到底发生了什么事，你们一个个都莫名其妙的。
这个电影没头没尾,让人看得莫名其妙。