Who Ordered That? I.I. Rabi asked this question when a new particle, the muon, was discovered in 1936. Ever since, this unexpected particle has constantly brought us more surprises, including the pion discovery, parity violation, J/psi discovery, neutrinos and flavor physics etc., opening an avenue in front of us to new physics and new technology. In this talk, I will discuss a new aspect — a high energy muon collider. Due to the recent technological breakthroughs for muon cooling, the muon collider program has regained its momentum. I will present the idea and the current status for a muon collider, and discuss the rich physics potential in exploring the physics beyond the Standard Model, for two representative scenarios: the Higgs factory for the resonant Higgs production and the multi-TeV muon collider at the energy frontier.