From the excellent Now I Know comes one theory for how tennis got its bizarre scoring system:

Eggs are, of course, oval shaped, much like the number zero. And in a few sports, they’re used as such — “goose egg” is common in American sports, and “duck,” short for “duck’s egg,” is common in cricket. Tennis may be an addition to the list. The sport most likely dates back to 12th century France, and, as such, many of the rules and much of the terminology has carried forward since. The French term for “the egg” is “l’oeuf,” which, if you’re not a French speaker, sounds a lot like the word “love.” It is likely that a series of English speakers simply replaced the French word with its English homophone.

As for the actual numbers? Certainty as to their origin has been lost to antiquity, but the most likely explanation involves a pretty simple way to keep score: clock faces. The first point would earn you one quarter of a revolution, or 15 (minutes or seconds), the second point moves you to 30, and the third to 45. When the game ended, both clocks would be reset to the top. Easy — except that tennis games have to be won by two or more points. If both players were on a 45, then what? Even moving the hand half-way wouldn’t work, as 60 minus 45 is 15, which is not divisible by two.

The inelegant solution? Move 45 to 40. When the players tied at 40-40 (“deuce”), the next point would be worth 10, moving the clock to 50. If the same player earned the subsequent point, he or she would get another ten points and win the game. If not, his or her clock would be reset to 40, and the players would be deadlocked at deuce again.

No wonder so many interesting characters are attracted to tennis. Don't think so? Check out any local USTA league and you'll soon change your mind.