We seem to suffer from a case of cognitive dissonance. On the one hand, we seem to have almost unanimously rejected as hopeless or incoherent the aim of a unified science. On the other, we passionately debate about the prospects of research programs which, if successful, would considerably enhance the prospects of unification: from particle physics to cognitive neuroscience, from evolutionary theory to logical modeling or dynamic systems, a common motivation seems to be the quest for unity. The purpose of this paper is to relieve the dissonance. I will defend a moderate form of unity, one which is compatible with the diversity and open-endedness of science, for which I can think of no better name than federalism, as it combines plurality and the construction of a common epistemic area. This view is not original: Otto Neurath himself espoused it, albeit in a context which is in certain respects quite unlike ours.