In science, phenomena are often unexplained by the available scientific theories. At some point, it may be discovered that a novel theory accounts for this phenomenon—and this seems to confirm the theory because a persistent anomaly is resolved. However, Bayesian confirmation theory—primarily a theory for updating beliefs in the light of learning new information—struggles to describe confirmation by such cases of “old evidence”. We discuss the two main varieties of the Problem of Old Evidence (POE)—the static and the dynamic POE—, criticize existing solutions and develop two novel Bayesian models. They show how the discovery of explanatory and deductive relationships, or the absence of alternative explanations for the phenomenon in question, can confirm a theory. Finally, we assess the overall prospects of Bayesian Confirmation Theory in the light of the POE.