The measurement of distances is a fundamental problem in astronomy. Parallaxes and proper motions of pulsars provide model-independent estimates of their distances and velocities, allowing us to probe the physics of neutron stars, constrain core collapse phenomena in supernovae, and investigate the distribution of matter in the interstellar medium. I will describe recent parallax measurements for several pulsars, and discuss how they have been used to investigate the interstellar medium, as well as the birth sites, cooling curves, and velocity distribution of neutron stars. Our ongoing projects are expected to at least double the number of measured pulsar parallaxes, enabling many future scientific applications.