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The paper investigates the possibilities of using clustering techniques in visual exploration and analysis of large numbers of trajectories, that is, sequences of time-stamped locations of some moving entities. Trajectories are complex spatio-temporal constructs characterized by diverse non-trivial properties. To assess the degree of (dis)similarity between traiectories, specific methods (distance functions) are required. A single distance function accounting for all properties of trajectories, (1) is difficult to build, (2) would require much time to compute, and (3) might be difficult to understand and to use. We suggest the procedure of progressive clustering where a simple distance function with a clear meaning is applied on each step, which leads to easily interpretable outcomes. Successive application of several different functions enables sophisticated analyses through gradual refinement of earlier obtained results. Besides the advantages from the sense-making perspective, progressive clustering enables a rational work organization where time-consuming computations are applied to relatively small potentially interesting subsets obtained by means of 'cheap' distance functions producing quick results. We introduce the concept of progressive clustering by an example of analyzing a large real data set. We also review the existing clustering methods, describe the method OPTICS suitable for progressive clustering of trajectories, and briefly present several distance functions for trajectories.