It is tempting to think that the CMB, a remnant of the primordial fireball event, was conceived as smoking gun (or rather the smoke of a firing gun) evidence of the Hot Big Bang. Certainly, the work of some cosmologists was predicated on this assumption, but a number of others developed explanations based on variations on the Big Bang, and those who devised substantially different alternative explanations had various other motives. Moreover, the explanations involved both an historical (including the smoking gun) and a regular experimental mode of inquiry. This is, strictly speaking, even true of contemporary particle physics. Finally, although in principle, experimental and observational approaches to physical phenomena may be on a par epistemically, the physical limitations of studying the entire and unique universe puts cosmology in a far more challenging position than experimental fields of physics. The chapter argues this should prompt an especially cautious attitude to our understanding of the role of the alternatives.