Kierkegaard’s book Repetition, along with his descriptions of the book in Concluding Unscientific Postscript, offer a more positive characterization of thought experiments than we find in earlier works. This chapter argues that imaginary construction has a positive aim of identifying underlying continuities. I identify some similarities between Ørsted’s pursuit of invariants and Kierkegaard’s. One new addition in Kierkegaard’s discussions is the role of exceptions. An exception is a case that falls outside a rule without breaking it. Exceptions can neither establish a rule nor refute its necessity, but they can turn attention to the principles and their limits as well as further determine their scope and content. A further similarity between Kierkegaard’s work and Ørsted’s is the fact that variation must be active and free.