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This book presents a philosophy of science, based on panenmentalism: an original modal metaphysics, which is realist about individual pure (non-actual) possibilities and rejects the notion of possible worlds. The book systematically constructs a new and novel way of understanding and explaining scientific progress, discoveries, and creativity. It demonstrates that a metaphysics of individual pure possibilities is indispensable for explaining and understanding mathematics and natural sciences. It examines the nature of individual pure possibilities, actualities, mind-dependent and mind-independent possibilities, as well as mathematical entities. It discusses in detail the singularity of each human being as a psychical possibility. It analyses striking scientific discoveries, and illustrates by means of examples of the usefulness and vitality of individual pure possibilities in the sciences.