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. In this article, we 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 us so much about things we cannot observe directly.