It is difficult to wander far in contemporary metaphysics without bumping into talk of possible worlds. And, reference to possible worlds is not confined to metaphysics. It can be found in contemporary epistemology and ethics, and has even made its way into linguistics and decision theory. What are those possible worlds, the entities to which theorists in these disciplines all appeal? Some have hoped that a theory of possible worlds can be used to reduce modality to non-modal terms. This paper sets reductive theories aside, and articulates and applies a framework for evaluating non-reductive theories of possible worlds. I argue that, if we abjure reduction, we should aim for a theory of possible worlds that is user-friendly. I then outline four leading contemporary theories and consider objections to each. My conclusions are negative: every theory we discuss fails to be user-friendly in some significant respect.