How do we know what's (metaphysically) possible and impossible? Arguments from Kripke and Putnam suggest that possibility is not merely a matter of (coherent) conceivability/imaginability. For example, we can coherently imagine that Hesperus and Phosphorus are distinct objects even though they are not possibly distinct. Despite this apparent problem, we suggest, nevertheless, that imagination plays an important role in an adequate modal epistemology. When we discover what is possible or what is impossible, we generally exploit important connections between what is possible and what we can coherently imagine. We can often come to knowledge of metaphysical modality a priori.