A four dimensional approach to Newtonian physics is used to distinguish between a number of different structures for Newtonian space-time and a number of different formulations of Newtonian gravitational theory. This in turn makes possible an in-depth study of the meaning and status of Newton's Law of Inertia and a detailed comparison of the Newtonian and Einsteinian versions of the Law of Inertia and the Newtonian and Einsteinian treatments of gravitational forces. Various claims about the status of Newton's Law of (...) Inertia are critically examined including these: the Law of Inertia is not an empirical law but a definition; it is not a law simpliciter but a family of schemata; it is a convention and gravitational forces exist only by convention; it is (or is not) redundant; the concepts it embodies can be dispensed with in favor of operationally defined entities; it is unique for a given theory. More generally, the paper demonstrates the importance of space-time structure for the philosophy of space and time and provides support for a realist interpretation of space-time theories. (shrink)