In most penal systems, success is punished more than failure. For example, murder is punished more severely than attempted murder. But success or failure is often determined by luck. It thus appears that punishment is allotted on the basis of arbitrary factors. The problem of criminal attempts is the question of how to best resolve this apparent tension. One particularly sophisticated attempt at resolution, first developed by David Lewis, holds that such differential punishment is not unjust when understood as a (...) natural penal lottery. What is most interesting about this view is that it does not appear to involve a commitment to resultant moral luck. I argue that the natural penal lottery fails to deliver justice. Upon analysis, it carries the same implication that it sought to avoid—namely, a commitment to resultant moral luck. I then argue that there can be, in principle, no penal lottery that delivers justice, natural or otherwise. (shrink)