P. James E. Peebles, Albert Einstein Professor of Science, Emeritus, at Princeton University, talks about his life and career with Sandra Faber, University Professor of Astronomy and Astrophysics at the University of California, Santa Cruz, and Editor of the Annual Review of Astronomy and Astrophysics. Dr. Peebles describes his youth in Winnipeg, Canada. He began his studies at the University of Manitoba, where he entered the engineering program, eventually transferring to Physics. On his advisor Ken Standing's urging, Dr. Peebles moved to Princeton University, and joined the working group of Robert H. Dicke, in which he studied gravity physics. Dr. Peebles went on to develop the field of physical cosmology, and his work contributed to establishing the big bang model and furthering our understanding of dark matter, dark energy, and the theory of structure formation.