A first rate presentation on this topic is 'The emergent multiverse' by David Wallace. There's a detailed review in http://philsci-archive.pitt.edu/10940/1/Wallace_review_final...

In the book, Wallace quotes an interchange between Paul Davies and David Deutsch. <Davies> "So the parallel universes are cheap on assumptions but expensive on universes?" <Deutsch> "Exactly right. In physics we always try to make things cheap on assumptions." & Wallace re-quotes 'I do not know how to refute an incredulous stare'.