Phrase for asking the obvious

Solution 1:

You're looking for rhetorical affirmations.

In addition to the examples given in other answers,

Examples:

  • Is the sky blue?
  • Is the ocean salty?
  • Is the sun hot?
  • Is the atomic weight of Cobalt 58.9? (from Egon Spengler in Ghostbusters II)

Solution 2:

The g-rated version of 'does a bear sh*t in the woods?' is,

Is the Pope Catholic?