The Principle of Least Action has near-universal applicability, and the actual path taken by the system is the one that occurs in the flat region of the “space-of-paths.” While the Principle needs a whole book, maybe a whole library, to explain it, yet any candidate for a “TOE” (Theory of Everything) would share this feature. Teleological questions are dismissed, however the Principle can only be understood if concepts and philosophical implications are examined. It is probable that this must be done from within physics, that is, by a physicist. A comparison with economics is made. Finally, it is asked whether the Principle of Least Action is a necessary theory, that is, does it answer Einstein’s question: “[could] God … have made the world in a different way”?