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Humans can naturally identify, reason about, and explain anomalies in their environment. In computer vision, this long-standing challenge remains limited to industrial defects or unrealistic, synthetically generated anomalies, failing to capture the richness and unpredictability of real-world anomalies. In this work, we introduce CAVE, the first benchmark of real-world commonsense anomalies. CAVE supports three open-ended tasks: anomaly description, explanation, and justification; with fine-grained annotations categorizing anomalies based on their visual manifestations, their complexity, severity, and commonness. These annotations draw inspiration from cognitive science research on how humans identify and resolve anomalies, providing a comprehensive framework for evaluating Vision-Language Models (VLMs) in detecting and understanding anomalies. Our results show that state-of-the-art VLMs struggle with visual anomaly perception and commonsense reasoning, even with advanced prompting strategies. By offering a realistic and cognitively grounded benchmark, CAVE serves as a valuable resource for advancing research in anomaly detection and commonsense reasoning in VLMs.