The primary quantum mechanical equation of motion entails that measurements typically do not have determinate outcomes, but result in superpositions of all possible outcomes. Dynamical collapse theories (e.g. GRW) supplement this equation with a stochastic Gaussian collapse function, intended to collapse the superposition of outcomes into one outcome. But the Gaussian collapses are imperfect in a way that leaves the superpositions intact. This is the tails problem. There are several ways of making this problem more precise. But many authors dismiss the problem without considering the more severe formulations. Here I distinguish four distinct tails problems. The first (bare tails problem) and second (structured tails problem) exist in the literature. I argue that while the first is a pseudo-problem, the second has not been adequately addressed. The third (multiverse tails problem) reformulates the second to account for recently discovered dynamical consequences of collapse. Finally the fourth (tails problem dilemma) shows that solving the third by replacing the Gaussian with a non-Gaussian collapse function introduces new conflict with relativity theory.