Ludwig Boltzmann's work in theoretical physics exhibits an approach to the construction of theory that he transmitted to the succeeding generation by example. It involved the construction of clear models, allowed more than one, and was not based solely on the existing facts, with the intent of examining and criticizing the assumptions that made each model work. This tacit program influenced physicists like Ehrenfest and Einstein and the philosopher Wittgenstein, suggesting ways that they used to make further advances. (Contains 7 notes.)