We have some justified beliefs about modal matters. A modal epistemology should explain what’s involved in our having that justification. Given that we’re realists about modality, how should we expect that explanation to go? In the first part of this essay, I suggest an answer to this question based on an analogy with games. Then, I outline a modal epistemology that fits with that answer. According to a theory-based epistemology of modality, you justifiably believe that p if (a) you justifiably believe a theory that says that p and (b) you believe p on the basis of that theory.