Multi-component angle/action based distribution function (DF) models can be optimised based on how well they reproduce observations thus revealing the current matter distribution in the Milky Way. Currently the potential that is self-consistently generated by the dark matter, stars, and gas is determined, and parameters in the distribution functions are adjusted until a model is compatible with observational constraints on the circular speed curve, the vertical density profile of the stellar disc near the Sun, the kinematics of nearly 200 000 giant stars within 2 kpc of the Sun, and estimates of the optical depth to microlensing of bulge stars. The challenge now is to combine data from surveys such as RAVE and LAMOST with data from Gaia and its selection function to greatly improve their accuracy.