We want the good guys to win. We count on it. But, sometimes, they lose. In tragedies, they lose huge. Not, I contend, through some avoidable character flaw or calculation error, but because, by nature, they (and we) cannot know all the particulars they (and we) need to act. Philosophical consideration of Aristotle’s Poetics shows that tragedies satisfyingly unify otherwise structurally disunified, and thus, terrifying, actions through a two-fold poetic imitation that first universalizes the action by the poet’s grasp of possibilities, and then particularizes it in the emotional engagement of the audience. By coming to better know reality and ourselves, and by discovering despaired-of intelligibility, we enjoy even these terrifying stories in which the good guys resoundingly lose.