As a student of both philosophy and history it was a long time before I noticed the large gulf existing between the philosophies I read and believed and the methods I actually used when researching concrete historical questions. It has taken a lot of effort since that time to bring my two interests into closer proximity. A big part of the problem was the shortage of works on the philosophy of history and the social sciences written by practicing historians and social scientists. This was not always the case. Aristotle, Locke, Hume, Smith, Mill, and Marx all achieved some sort of unity of theory and practice. But during this century, after Weber and Collingwood, the tradition thins out. What emerged in their place were the fundamentalist, proselytizing tracts of positivist philosophers. These tracts were flawed logically and had a paucity of compelling results to offer, but they none the less laid claim to the integrity of the natural sciences. This left many social scientists unconvinced, yet defensive. The only alternative paradigm was that of hermeneutics, but it rested all too often on unstable logical foundations, in particular on untenable distinctions between the natural and social worlds; and it proved weak in practice when the causal chain of events was sought. The gulf between philosophy and the practice of social science and history is today as wide as it ever gets. For the dominant philosophical paradigms with which we are confronted are the formal semantics of analytic philosophy and the textual nihilism of post-structuralism.