This essay is a study of a mischievous but powerful theory of fiction elaborated in different ways by Fielding and Cervantes. It rests on a suspicion of history that is also a longing for history. Fiction, these writers suggest, tells truths history cannot tell—because it is willing to make “mistakes” (Fielding), because it is full of “lies” (Cervantes). The deep enabling doubt behind this theory (and the practice that deploys it) is whether any kind of writing can securely represent even the mere facts of a human case, and in this sense novelists are as vulnerable as historians. This is not a doctrine of skepticism, but an expression of limitations.