For stochastic processes {Xt : t ∈ E}, we establish sufficient conditions for the empirical process based on {IXt≤y − P (Xt ≤ y) : t ∈ E, y ∈ R} to satisfy the CLT uniformly in t ∈ E, y ∈ R. Corollaries of our main result include examples of classical processes where the CLT holds, and we also show that it fails for Brownian motion tied down at zero and E = [0, 1]. ∗Research supported in part b...