Where can I get more information on this?

Here's something that's been bothering me for a little while:

Light is said to act as both a particle and a wave, because it can transmit energy by "hitting" objects at particular points, and it can also interfere with itself like waves on an ocean. For light to interfere with itself, it must be a spreading entity - an ever expanding phenomenon that can occupy and potentially affect a large area, in a very un-particle-like way.

I understand that the two-slit experiment is one where single photons of light are shot at a pair of slits, and though each photon seems to choose a single place to land, the predicted range of landing places suggests that each single photon is interfering with itself as it moves along.

So at some point, the area that the light acts upon, as a wave, is 'collapsed'. All the energy spread out over that wave ends up arriving in a single place.

Here's my question: Is this collapse instantaneous? If it is, it's breaking the laws of nature, because it's affecting a change -- making the wave vanish from everywhere else -- instantly. To stay within the presently understood laws of nature, the collapse would have to occur some time during the propagation of the wave, before it gets where it's going and actually hits something.

How does this happen?