Previous empirical studies using multiple-choice procedures have suggested that there are misconceptions about the scale of astronomical distances. The present study provides a quantitative estimate of the nature of this misconception among US university students by asking them, in an open-ended response format, to make estimates of the distances from the Earth to the Moon, to the Sun, to the nearest star, and to the nearest galaxy. The 83 participants were asked to give their estimates on a scale with the Earth the size of a baseball, using a familiar local landmark for its position, and asked to indicate the appropriate location of the other astronomical objects on this scale. These psychological estimates were then compared to the actual physical distances. The data showed that while there is great variation, a general pattern emerged that US undergraduate participants overestimated the distance from the Earth to the Moon, moderately underestimated the distance from the Earth to the Sun, and dramatically underestimated the distances to the nearest star and to the nearest galaxy. The results suggest that these distance misconceptions should receive direct instructional attention in science courses. (Contains 1 table.)