Rasmussen develops a new answer to the question, "Why does anything exist?" He begins by describing a puzzle about how anything can exist. The puzzle motivates the quest to explain things as far as one can. To solve the puzzle, Rasmussen describes a sequence of scenes in a story about existence. The story brings to light a three-pronged explanation of existence: (i) things exist because it is impossible for nothing to have existed, (ii) it is impossible for nothing to have existed because there is a foundational reality that cannot not exist, and (iii) such a foundation would have a certain nature—to be specified--that allows it to be foundational. Rasmussen considers how this theory of fundamental reality can incorporate other large scale theories, including Platonism, axiarchism, and naturalism.