We review how the kinematic structures of special relativity and quantum mechanics both stem from the relativity principle, i.e., "no preferred reference frame" (NPRF). Essentially, NPRF applied to the measurement of the speed of light c gives the light postulate and leads to the geometry of Minkowski space, while NPRF applied to the measurement of Planck's constant h gives "average-only" projection and leads to the denumerable-dimensional Hilbert space of quantum mechanics. These kinematic structures contain the counterintuitive aspects ("mysteries") of time dilation, length contraction, and quantum entanglement. In this essay, we extend the application of NPRF to the gravitational constant G and show that it leads to the "mystery" of the contextuality of mass in general relativity. Thus, we see an underlying coherence and integrity in modern physics via its "mysteries" and the fundamental constants c, h, and G. It is well known that Minkowski and Einstein were greatly influenced by David Hilbert in their development of special relativity and general relativity, respectively, but relating those theories to quantum mechanics via its non-Boolean Hilbert space kinematics is perhaps surprising.Quanta 2022; 11: 5–14.