Protective measurement might be taken to put the last nail in the coffin of ensemble interpretations of the quantum state. My goal here is to show that even though ensemble interpretations face formidable obstacles, protective measurements don't lead to any additional difficulties. Rather, they provide us with a nice illustration of a conclusion for which we had considerable indirect evidence already, namely that quantum mechanics leads to a blurring of the distinction between the intrinsic properties of a system and the (...) statistical properties of the ensemble of which it is a member. This conclusion goes for all realist interpretations of the quantum state, both the mainstream ones that take the wave function to be a real field and the more conjectural ones that take the wave function to describe our knowledge of an ensemble. (shrink)