We provide an efficient algorithm for the classical problem, going back to Galton, Pearson, and Fisher, of estimating, with arbitrary accuracy the parameters of a multivariate normal distribution from truncated samples. Truncated samples from a d-variate normal N (µ, Σ) means a samples is only revealed if it falls in some subset S ⊆ R d ; otherwise the samples are hidden and their count in proportion to the revealed samples is also hidden. We show that the mean µ and covariance matrix Σ can be estimated with arbitrary accuracy in polynomial-time, as long as we have oracle access to S, and S has non-trivial measure under the unknown d-variate normal distribution. Additionally we show that without oracle access to S, any non-trivial estimation is impossible.