As a philosopher of the social sciences, addressing a symposium on recent approaches to the social sciences, I reflexively ask, what is it about the social sciences that leads them again and again to reflect upon themselves, that has even given rise to specialists in such self-reflection, for example myself, and frequent invitations to them to renew and restate their inquiry? My answer to this question is that the social sciences are haunted by the example of the natural sciences, and the philosopher of the social sciences is an exorcist, a specialist in getting rid of ghosts, who performs an exorcism ceremony consisting of reflections on the state of the art. However ironic this sounds, it is seriously meant. In the course of today's exorcism ceremony I hope to invoke some exciting recent work in the philosophy of the social sciences, work which helps me at least to combat and dispel the haunting effect of the natural sciences. Such recent work is important less because it devises new positions and more because it breaks down some old polarities and distinctions, one of the most pernicious of which is the very demarcation between the natural and the social. To stop the haunting it is necessary to show that the ghostly phenomena are perfectly understandable, unmysterious events in this world.