When we make claims about things that could have been—what philosophers call counterfactual statements—we are, in some sense, sliding between different worlds. We all use counterfactual statements frequently. But what would make our speculations about what might have been in a different scenario true or false? When I say things could have gone differently than they did, I am speaking of a possible world in which things did, in fact, go differently. But how do we make sense of this talk of possible worlds? How can there be facts other than facts about the actual world?