What you need is split
. The number will be assigned automatically.
\documentclass{article}
\usepackage[tbtags]{amsmath}
\usepackage{lipsum} % just for the example
\newcommand{\diff}{\mathop{}\!d} % for integrals
\begin{document}
\lipsum*[2]
\begin{equation}\label{eq:someprob}
\begin{split}
P\{X\in A\}
&=\int_A\int_{-1}^1 f(x, y)\diff y \diff x \\
&=\int_A\int_{-1}^1\frac{1}{4}\diff y \diff x \\
&=\int_A\frac{1}{4}\cdot 2\diff x \\
&=\int_A\frac{1}{2}\diff x
\end{split}
\end{equation}
\lipsum[3]
\end{document}
Note how I got the right spacing for the differential symbols. If you change your mind and prefer a vertically centered number, remove the tbtags
option.
$\begin{aligned}
rather than\begin{align}
? inline math doesn't normally get equation numbers