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We present a formal theory of contextuality for a set of random variables grouped into different subsets (contexts) corresponding to different, mutually incompatible conditions. Within each context the random variables are jointly distributed, but across different contexts they are stochastically unrelated. The theory of contextuality is based on the analysis of the extent to which some of these random variables can be viewed as preserving their identity across different contexts when one considers all possible joint distributions imposed on the entire set of the random variables. We illustrate the theory on three systems of traditional interest in quantum physics (and also in non-physical, e.g., behavioral studies). These are systems of the Klyachko–Can–Binicioglu–Shumovsky-type, Einstein–Podolsky–Rosen–Bell-type, and Suppes–Zanotti–Leggett–Garg-type. Listed in this order, each of them is formally a special …