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 ${\cal N}(\mathbfμ,\mathbfΣ)$ means a samples is only revealed if it falls in some subset $S \subseteq \mathbb{R}^d$; otherwise the samples are hidden and their count in proportion to the revealed samples is also hidden. We show that the mean $\mathbfμ$ and covariance matrix $\mathbfΣ$ 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.