In the Critique of Pure Reason, Kant draws a distinction between appearances and things in themselves, characterizing the latter as uncognizable. While arguing that all we can cognize are appearances, Kant nevertheless maintains that there are things in themselves. This has struck many as questionable: how can we be in a position to affirm, of things stipulated to be uncognizable, that they exist? In this paper, I take up the challenge of establishing the existence of things in themselves. I begin by making the case that, given Kant's epistemological strictures, the existence of things in themselves must follow analytically from the existence of appearances. After examining the pitfalls of a recent attempt at establishing the existence of things in themselves, I go on to argue that the feature of appearances in virtue of which their existence analytically entails the existence of themselves is the subjectivity of their form. It is implicit in the notion of something with a subjective form that its matter is provided via affection from without. Moreover, the things providing the matter of appearances can't be located in space and time, because appearances themselves depend on our sensibility for their formal features.