An article from Morningstar has several great charts. (To see them all, click on the link.)
One chart I found to be interesting shows the number of market pullbacks, defined as the market going down greater than 5% from a record high. To summarize, over the last 10 years, market pullbacks occurred 14 times, which works out to one every 11 months, or basically one every year.
For pullbacks over 10%, there were four, so one every 2 ½ years. Despite these regular pullbacks over that 10-year period, a $100 investment would still have gone up to $270, which is why we take the bad with the good.