In some general aspects, methods for intersecting a first, cased well bore include drilling a second well bore that has a distal end proximal to the first, cased well bore to be intersected, disposing a mill guiding device in the second well bore near a casing of the first, cased well bore, the mill guiding device being configured to direct a mill of a milling assembly away from a central axis of the second well bore and towards the first, cased well bore, inserting the milling assembly into the second well bore, operating the mill of the mill assembly and guiding the milling assembly along the mill guide and into the casing of the first well bore, and removing material from the casing of the first well bore until the first, cased well bore and the second well bore are fluidly connected.