Parton Distribution Functions (PDFs) are an essential input for most calculations in collider physics, and their determination is an important challenge in our field. We present a new method to interpret PDFs using the game theoretical method of Shapley values. We use it to assess the impact of data on PDFs when determining them, and the impact of individual PDFs on collider observables. In general we recover the expected pattern of PDF sensitivity to data for modern global PDF sets. We also uncover pronounced localised losses of sensitivity that are not reflected in the uncertainty bands of the PDFs, which is potentially relevant for BSM searches. In particular we find a loss of sensitivity of the gluon PDF in the region of momentum fraction of Higgs production.