The work of physics learners at all levels revolves around problems. Physics education research has inspired attention to the forms of these problems, whether conceptual or algorithmic, closed or open response, well or ill structured. Meanwhile, it has been the work of curriculum developers and instructors to develop these problems. Physics education research has supported these efforts with studies of students problem solving and the effects of different kinds of problems on learning. In this article we argue, first, that developing problems is central to the discipline of physics. It involves noticing a gap of understanding, identifying and articulating its precise nature, and motivating a community of its existence and significance. We refer to this activity as problematizing, and we show its importance by drawing from writings in physics and philosophy of science. Second, we argue that students, from elementary age to adults, can problematize as part of their engaging in scientific inquiry. We present four cases, drawing from episodes vetted by a panel of collaborating faculty in science departments as clear instances of students doing science. Although neither we nor the scientists had problematizing in mind when screening cases, we found it across the episodes. We close with implications for instruction, including the value of helping students recognize and manage the situation of being confused but not yet having a clear question, and implications for research, including the need to build problematizing into our models of learning.