Probability measures can be constructed using the measure-theoretic techniques of Caratheodory and Hausdorff. Under these constructions one obtains first an outer measure over “events” or “propositions.” Then, if one restricts this outer measure to the measurable propositions, one finally obtains a classical probability theory. What I argue is that outer measures can also be used to yield the structures of probability theories in quantum mechanics, provided we permit them to range over at least some unmeasurable propositions. I thereby show that nonclassical probability theories can be seen to arise naturally within the framework of possible worlds semantics.