On any night, the stars seen in the sky can be as close to Earth as a few light-years or as distant as a few thousand light-years. Distances this large are hard to comprehend. The stars are so far away that the fastest spacecraft would take tens of thousands of years to reach even the nearest one. Yet, astronomers have been able to accurately determine distances (at an uncertainty of less than 10%) to over 20,000 stars. In this article, the authors explore how astronomers measure the distances to stars and learn about the roles of observation and inference in the development of scientific knowledge, a critical aspect of the nature of science. The goal of this article is to help teachers and students develop understandings about the size of the universe and how science can tell so much about things that cannot be observed directly. The authors talk about helping students understand parallax and perusing parsecs. They also discuss luminosity and the astronomical distance ladder. (Contains 3 figures.)