Ted Sider writes that "many are impressed with the utility of possible worlds in linguistics and philosophy", and this is true, in particular, of those with an interest in modal logic. However, in the midst of the marvelous milieu brought on by the development of possible world semantics, some have stopped to ask just what it is that possible worlds are. They certainly seem useful, and we seem to understand how to use them and talk about them, but what precisely is it that we're talking about when we talk of possible worlds? In this thesis, I will attempt to outline the most significant and well-recognized view in this debate: that of David Lewis. Through my discussion of him, I will find occasion to discuss some alternative views that have...