We report results of 48 semi-structured interviews about online behavioral advertising (OBA). We investigated non-technical users' attitudes about and understanding of OBA, using participants' expectations and beliefs to explain their attitudes. Participants found OBA to be simultaneously useful and privacy invasive. They were surprised to learn that browsing history is currently used to tailor advertisements, yet they were aware of contextual targeting. Our results identify mismatches between participants' mental models and current approaches for providing users with notice and choice about OBA. Participants misinterpreted icons intended to notify them about behavioral targeting and expected that they could turn to their browser or antivirus software to control OBA. Participants had strong concerns about data collection, and the majority of participants believed that advertisers collect personally identifiable information. They also misunderstood the role of advertising networks, basing their opinions of an advertising network on that company's non-advertising activities. Participants' attitudes towards OBA were complex and context-dependent. While many participants felt tailored advertising could benefit them, existing notice and choice mechanisms are not effectively reaching users. Copyright is held by the author/owner.