Probabilities in the histories interpretation of quantum mechanics are standard Kolmogorov probabilities, not some new invention that, for example, allows negative probabilities. But these standard probabilities must be associated with a well-defined sample space. While this is also true in classical applications of probability theory, in quantum mechanics the penalty for carelessness can be severe: confusion and unresolved paradoxes. The following discussion indicates what steps need to be taken to construct consistent probabilities and stay out of trouble. For more details see Ch. 5 of Griffiths (2002a).