In the first part of this essay I question the standard distinction between the speculative and the analytic philosophy of history, pointing to certain substantive philosophical views about history that are tacitly assumed by analytic theories of historical knowledge. I then subject the latter to the same sort of critique that has been directed at epistemology generally by the anti-foundationalists. Instead of abondoning the philosophy of history altogether I propose an alternative philosophical reflection which uses the concept of narrative to link historical knowledge, historical existence and the lifeworld.