We argue that asymmetric information can cause long wars. We present a bargaining model of war between unequal opponents: the stronger side ("government") is uncertain about the strength of the weaker side ("rebels"), which deteriorates during fighting. The model predicts that wars may be lengthy, as fighting alternates with settlement offers. Surprisingly, increasing the government's commitment ability or reducing uncertainty may make war more likely. The government may choose to continue fighting after early failures: it may become more optimistic that the rebels are about to collapse even as the collapse does not arrive, and it can increase its expected payoff ex ante by committing to continue a wasteful war. Our analysis helps to explain, for example, the U.S. experience in Vietnam.