Picture all the possible worlds laid out in logical space in the style of David Lewis. They all objectively exist just like the actual world—real and concrete entities. There are people in some of them who know about the world they inhabit, as we take ourselves to know about the actual world. Now consider skepticism: the contention that we don’t know much, if anything, about the world we live in. That is, we don’t know much about the actual world—whether it contains material objects or other minds or a future like the past. We can’t be certain what objects, facts, and events constitute the actual world. If the actual world is the totality of facts, we don’t know what this totality is—it might be quite otherwise than what we normally suppose. Maybe it is a totality of facts about a solitary brain in a vat, or a disembodied mind being deceived by an evil demon. The contents and nature of the actual world are subject to skeptical doubt.
But is the same thing true of merely possible worlds? Is it possible to be skeptical about our knowledge of them? Suppose I set out to consider a possible world in which everything is just like the actual world except that it contains one less penguin. Is it possible for a skeptic to question whether I really know that the world I am considering contains one less penguin than the actual world? Can the skeptic say that I have no right to make such a claim because I might be wrong about the contents of that world? Obviously not: I know with certainty that the world in question is as I say it is. It is not that I might be in a situation analogous to a brain in a vat with respect to that possible world. I can’t say, “For all I know, I might be considering a world in which there are 10 more penguins than the actual world”. I can’t be sure how many penguins there are in the actual world, but I can be sure about this question with respect to a possible world. Here I am quite certain of the contents of the world in question. Yet, by hypothesis, possible worlds are existing entities distributed in logical space, just like the actual world. So there is an epistemological asymmetry between the equally real actual world and all the possible worlds: the former is subject to skepticism while the latter are not. There is no such thing as skepticism with regard to our knowledge of possible worlds. Possible worlds are transparent to us while the actual world is opaque (at least according to the skeptic).
What does this tell us about possible worlds? You might suppose it tells us nothing, ontologically speaking: it just so happens that possible worlds are available to our knowledge in a way the actual world is not. They are still entities just like the actual world, considered intrinsically. Granted, the epistemological asymmetry might be puzzling given the ontological symmetry, but lots of things are puzzling—no need to question the ontology. On the other hand, you might take the asymmetry to demonstrate that possible worlds are merely mental constructions, matters of stipulation, not mind-independent entities—so that our knowledge of them is really knowledge of our own minds. Neither of these responses is attractive, which is why the asymmetry with respect to skepticism is interesting. It poses a philosophical problem. What I would venture to suggest is that it reflects the different roles of perception and imagination in grounding knowledge of worlds. I can coherently say that what I perceive might be otherwise than I perceive it to be, but I can’t say that what I imagine might be otherwise than I imagine it to be. If I imagine some possible flying pigs, I can’t say, “These pigs I’m imagining might not be flying”—for the possibility I am imagining must be the possibility I seem to be imagining. If I imagine a certain possible world, there can be no doubt about what I am imagining: but the same is not true of perception. This is why the asymmetry exists, because of the different epistemic roles of perception and imagination in producing knowledge of the actual and the possible, respectively. Thus it is that skepticism applies in the one case but not in the other.
A radical response to the asymmetry would be to claim that it shows that realism about possible worlds is more acceptable than realism about the actual world. That is, it is better to believe in entities that can be known than entities that cannot be known. The actual world cannot be known, according to the skeptic—it is entirely conjectural—but possible worlds are transparent to knowledge. The actual world is like an unobservable while possible worlds are like an observable—we can only guess about the former, but the latter are presented to us just as they are. Possibilities are part of the given while actualities are merely “theoretical”. This point of view is not without philosophical interest—and I can see David Lewis’s eyes lighting up at the mention of it—because it turns the tables on dull commonsense realism. It’s the actual world that is philosophically suspect! Possible worlds are entities in good standing, ontologically and epistemologically, while the actual world is riddled with uncertainty. Wouldn’t Descartes welcome possible worlds over the actual world given their indubitable status? Isn’t a skepticism-proof ontology superior to a skepticism-prone ontology? One can imagine a Platonist favoring the possible over the actual, i.e. the ordinary empirical world. Maybe we should just junk the actual world!
Let me put the point another way. It is coherent to say, “The actual world may consist only of brains in vats”, but it is not coherent to say, “All possible worlds may consist only of brains in vats”. The reason is that we know that there certainly are possible worlds that consist of people seeing ordinary objects in their environment in the way we normally suppose; we just don’t know if our world is one such. Thus from an epistemological point of view, we stand in quite a different relation to the actual world and possible worlds—ignorance and knowledge, respectively. This is why there has never been a skeptic about our knowledge of possible worlds: for we can’t misperceive logical space.
 See On the Plurality of Worlds (2001).
 It is not the same with space and time. Skepticism applies to places other than here and times other than now: the spatially and temporally remote are not privileged over the here and now. But remote possible worlds are known to have just the properties we take them to have.
 Of course, people in a possible world can misperceive the world they are in, so that skepticism always gets a purchase on the inhabitants of a world; but outsiders are granted special access to the content of a possible world—they don’t perceive it but conceive (i.e. imagine) it. In a sense, we know more about a possible world than the inhabitants of it know. Of course, we can make modal errors, but we can’t misperceive a possible world once we have it in our sights, since we don’t perceive it to start with. No one has ever seen possible pigs flying, though they are frequently conceived.