This book is the first all-encompassing exploration of the role of demons in philosophical and scientific thought experiments. In Part I, the author explains the importance of thought experiments in science and philosophy. Part II considers Laplace Demon, whose claim is that the world is completely deterministic. Part III introduces Maxwell Demon, who - by contrast - experiences a world that is probabilistic and indeterministic. Part IV explores Nietzsche thesis of the cyclic and eternal recurrence of events. In each case a number of philosophical consequences regarding determinism and indeterminism, the arrows of time, the nature of the mind and free will are said to follow from the Demons worldviews. The book investigates what these Demons - and others - can and cannot tell us about our world.