We examine the origin of water in the terrestrial planets. We list various geochemical measurements that may be used to discriminate between different endogenous and exogenous sources of water. Late stage delivery of significant quantities of water from asteroidal and cometary sources appears to be ruled out by isotopic and molecular ratio considerations, unless either comets and asteroids currently sampled spectroscopically and by meteorites are unlike those falling to Earth 4.5 Ga ago or our measurements are not representative of those bodies. The dust in the accretion disk from which terrestrial planets formed was bathed in a gas of H, He and O. The dominant gas phase species were H2O, He, H2O, and CO. Thus grains in the accretion disk must have been exposed to and adsorbed H2 and water. We examine the efficacy of nebular gas adsorption as a mechanism by which the terrestrial planets accreted “wet”. A simple model suggests that grains accreted to Earth could have adsorbed 1 - 3 Earth oceans of water. The fraction of this water retained during accretion is unknown, but these results suggest that at least some of the water in the terrestrial planets may have originated by adsorption.