When did something almost happen? In this paper, we investigate what brings counterfactual worlds close. In Experiments 1 and 2, we find that participants' judgments about whether something almost happened are determined by the causal proximity of the alternative outcome. Something almost happened, when a small perturbation to the relevant causal event would have been sufficient to bring it about. In contrast to previous work that has argued that prior expectations are neglected when judging the closeness of counterfactual worlds (Kahneman & Varey, 1990), we show in Experiment 3 that participants are more likely to say something almost happened when they didn't expect it. Both prior expectations and causal distance influence judgments of "almost". In Experiment 4, we show how both causal proximity and beliefs about what would have happened in the absence of the cause jointly explain judgments of "almost caused" and "almost prevented".