This is so cool, I've never really noticed it before.
For those who don't understand the science, here's a quick summary of what they describe it as. When a drop of water lands in a puddle, there's still a thin thin layer of air that's holding the water drop together in its spherical shape, and that's being being pressed between the drop and the pool. When the layer of air gets pushed out of the way by the weight of the water, most of the water drop connects and is quickly absorbed into the rest of the water, but this happens so fast that a part of the drop still hangs in the air for a moment, and the air quickly pinches it off between what's being absorbed and what's still hanging there, creating another small water drop with a thin layer of air. The waves caused by the absorption will push up against the air layer and bounce both the layer and the water drop into the air.
I'm not sure if this is the exact physics of it or not, but its still pretty cool. :3