Physical cosmology has enjoyed several decades of rapid progress and remarkable success, leading to a new understanding of the cosmos and our place in it. This success, however, comes with new puzzles. Cosmology is different from other areas of the physical sciences, both in its subject matter – the universe as a whole – and in the tools we use to study it. Standard experimental and theoretical methods used throughout the rest of the physical sciences have little traction in cosmology, where we have only one universe to study and many of the features of greatest interest are removed from us in space and time. These methodological difficulties, coupled with the profound importance of understanding the history and structure of the universe, make cosmology an urgent subject for philosophical research.