We show how Feynman’s path integral for quantum mechanical theories may be defined without a Wick rotation to imaginary time. Instead, we employ analytic continuation (and Cauchy’s theorem) in the complexified space of paths being integrated over. We outline a new existence proof for real time path integrals and describe physical applications, from nonrelativistic quantum mechanics to interference patterns in radio astronomy and caustics in Yang-Mills theories. Our target is gravity: I outline the remaining challenges.