Our world is governed by various natural and physical laws, e.g. that nothing can move faster than the speed of light (FTL). Are such laws internal to this world, or are they instead extra-worldly modal facts, perhaps arising due to our position in modal space? (On the latter picture, the no-FTL law might simply consist in the fact that nothing in our spatio-temporal world actually does move FTL, and that the same holds for all "close" possible worlds. But this seems to reverse the order of explanation found in common sense, i.e. that there are no close FTL worlds precisely because of the no-FTL physical law.) Is this even a substantive difference?
It seems to me that there is a sense in which the physical laws fail to supervene on the physical world. I assume that the true physical theory is underdetermined by the totality of our world's actual spatiotemporal properties. Consider a possible alchemic law of nature (A) If a tonne of pure lead is moulded into a particular shape X, then it will transmutate into pure gold.
Given that the antecedent conditions are never satisfied in the actual world, it seems that both (A) and its negation are consistent with the actual physical phenomena. Presumably (A) is false, but it could be true of a world otherwise identical to our own, couldn't it? (It might require special exceptions to be made to other physical laws which would normally lead us to predict that lead atoms won't magically turn into gold. But I mean to allow for all that.) The only difference is not really about what happens in this world, but rather what would happen if we moulded a tonne of lead into shape X. That is, what happens in the nearest possible world where those antecedent conditions are satisfied.
To accommodate the two possibilities, we will need 'duplicates' of our world to fill the two positions in modal space. One will be near a world where X-shaped lead turns into gold, and the other will be near a world where X-shaped lead does nothing much of interest. The former duplicate is a world governed by natural law (A), and the latter is not.
The choice of whether to describe the law as internal to the world will mainly have significance for supervenience claims. I previously claimed that counterfactual truths supervene on the actual physical facts. But this is only true if we include the physical laws within our supervenience basis, as the example of X-shaped lead makes clear. (Whether it's true that "if I were to mould a tonne of lead into shape X, then it would turn to gold" is not fixed solely by the actual spatiotemporal facts. It depends which of the physical duplicates our world is, i.e. where it's situated in modal space, or - equivalently - whether the world is governed by law A.)
If we want to include the laws in our supervenience basis, then we should hold that the laws are internal to worlds. This also allows us to avoid the puzzling situation of admitting multiple identical worlds into our modal space. Instead, we can say that the worlds - though having identical spatiotemporal properties - have distinct laws, and so truly differ from each other in at least this respect.