Many scholars have argued that history embodies a different form of explanation from natural science. This paper provides an analysis of narrative conceived as the form of explanation appropriate to history. In narratives, actions, beliefs, and pro-attitudes are joined to one another by means of conditional and volitional connections. Conditional connections exist when beliefs and pro-attitudes pick up themes contained in one another. Volitional connections exist when agents command themselves to do something having decided to do it because of a pro-attitude they hold. The fear remains, however, that all narratives are constructed in part by the imagination of the writer, so if the human sciences deploy narratives, they lack proper epistemic legitimacy. The paper dispels this fear by arguing that we have proper epistemic grounds for postulating conditional and volitional connections because these connections are given to us by a folk psychology we accept as true.