This paper reviews recent innovations and advances in social epidemiological methodology. We rely on the only social epidemiological text focused on research methods, a literature review from leading epidemiologic journals, and other influential sources. Results show that social epidemiologic methodology is robust and improving. Advances have been made in understanding causal effects, effect identification, multilevel thinking, and meaningful research. Substantial improvements have been made in our understanding and measurement of race and socioeconomic status. Obvious shortcomings remain in our understanding of simultaneity and reciprocal causation, macro-micro transitions, appreciation of culture, and the use of case studies. The subdiscipline’s utility would increase if practitioners paid closer attention to methodological insights and advances.