Images made with the VLBA have resolved the region in a nearby radio galaxy, Pictor A, where the relativistic jet that originates at the nucleus terminates in an interaction with the intergalactic medium, a so-called radio galaxy hot spot. This image provides the highest spatial resolution view of such an object to date (16 pc), more than three times better than previous VLBI observations of similar objects. The north-west Pictor A hot spot is resolved into a complex set of compact components, seen to coincide with the bright part of the hot spot imaged at arcsecond-scale resolution with the VLA. In addition to a comparison with VLA data, we compare our VLBA results with data from the HST and Chandra telescopes, as well as new Spitzer data. The presence of pc-scale components in the hot spot, identifying regions containing strong shocks in the fluid flow, leads us to explore the suggestion that they represent sites of synchrotron X-ray production, contributing to the integrated X-ray flux of the hot spot, along with X-rays from synchrotron self-Compton scattering. This scenario provides a natural explanation for the radio morphology of the hot spot and its integrated X-ray emission, leading to very different predictions for the higher energy X-ray spectrum compared to previous studies. From the sizes of the individual pc-scale components and their angular spread, we estimate that the jet width at the hot spot is in the range 70 - 700 pc, which is comparable to similar estimates in PKS 2153-69, 3C 205, and 4C 41.17. The lower limit in this range arises from the suggestion that the jet may dither in its direction as it passes through hot spot backflow material close to the jet termination point, creating a dentist drill effect on the inside of a cavity 700 pc in diameter.
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