A reconciliation of theories of the very small and the very large scale is one of the most important single issues in physics today. Many people today are unaware that back in the 1930s, Sir Arthur Eddington, the celebrated astrophysicist, made great strides towards his own 'theory of everything'. In 1936 and 1946 Eddington's last two books were published. Unlike his earlier lucid and authoritative works, these are strangely tentative and obscure - as if he were nervous of the significant advances he might be making. This volume examines how Eddington came to write these uncharacteristic books - in terms of the physics and history of the day - and what value they have to modern physics. The results is an illuminating description of the development of theoretical physics in the first half of the twentieth century from a unique point of view: how it affected Eddington's thought. This will provide fascinating reading for scholars in the philosophy of science, theoretical physics, applied mathematics and the history of science.