If X is a Hausdorff space, we have a `narrow' topology on the set PX of Radon probability measures on X generated by sets of the form {μ:μG>α} for open subsets G of X and real numbers α. It can be tricky to understand which sets of measures are compact for this topology. A set A⊆PX is `uniformly tight' if for every ϵ>0 there is a compact K⊆X such that μ(X∖K)≤ϵ for every μ∈A; uniformly tight sets are relatively compact. X is `Prokhorov' if relatively compact sets are uniformly tight. Cech-complete spaces are Prokhorov; D.Preiss showed that the space of rational numbers is not Prohorov. I explore some further cases.