Motivated by a basic problem in information theory, David Blackwell posed an apparently innocent question in a 1957 conference paper: does the conditional distribution of an ergodic hidden Markov chain possess a unique invariant measure? To the best of my knowledge Blackwell never worked on this topic again, but the question has been revisited several times in different contexts in the ensuing 50+ years and has proved to be surprisingly elusive. In this talk, I will aim to give an overview of the different strands of this story. In the process, we will return again and again to seemingly unrelated papers by David Blackwell.