Rational choice modeling originating in economics is sweeping across many areas of social science. This paper examines a popular methodological proposal for integrating formal models from game theory with more traditional narrative explanations of historical phenomena, known as “analytic narratives”. Under what conditions are we justified in thinking that an analytic narrative provides a good explanation? In this paper I criticize the existing criteria and provide a set of my own. Along the way, I address the critique of analytic narratives by Jon Elster.