In Michaelmas term 2015 we ran a seminar series on Big Picture Thinking at FHI. The videos of most seminars are online.
I gave a talk on observer selection effects, and here are my somewhat overdone lecture notes. Covers selection bias, anthropic reasoning, anthropic shadows, nuclear war near misses, physics disasters, the Doomsday Argument, the Fermi Paradox, the Simulation Argument, fine tuning and Boltzmann brains.