Wolfgang Pauli's critical insight was legendary and his judgement unassailable. Indeed, Pauli was long held as the living 'conscience of physics'. However, this high acclaim has not extended to Pauli's extensive philosophical research. The criticism of Pauli's philosophy is often tied to his collaboration with Carl Jung. But Pauli's philosophical studies spanned over two millennia in the history of ideas, and went far beyond the confines of Jungian psychology, to the very foundations of mind and nature. And though Pauli's collaboration with Jung has garnered some interest within the history of psychology and the philosophy of mind, there has been little discussion of his broader philosophy of science. This lack of detailed historical and philosophical study has tended to obscure many of the fundamental insights that Pauli sought to draw from his decades of research in the foundations of physics. In this talk, I will explore some of the lesser known aspects of Pauli's later philosophical thought concerning the nature of complementarity and the role of the observer in quantum physics. In particular, I will focus on Pauli's defence of a form of Platonism, as it emerges from his broader correspondence in the late 40s and early 50s. For Pauli, Plato represents not only the progenitor of a distinct philosophy, but also a key stage in the historical development of philosophical thought. The rich interplay between Pauli's reading of Plato and the history of Platonism sets the course for his understanding of the expression of structural (or archetypal) forms throughout the history of ideas. This expression is guided by what Pauli terms a cosmic harmony which underwrites both our understanding of nature and its physical form. Through a discussion of Pauli's Platonism and his appeal to a cosmic harmony in nature, I will outline some of the contours of his later interpretation of quantum mechanics and his hopes for future physics.