Use in criminological research of observation, semi-structured interviewing, and analysis of personal documents has been commonplace for more than a century. These research techniques can be employed to develop and test theoretical explanations and to examine the process of policy implementation. This paper briefly explicates how they were used in studies of the decision making and criminal careers of street-level thieves and hustlers, to test theoretical notions about the delegitimantion effects of white-collar crime, and to examine the implementation of a crackdown campaign by Australian tax authorities direct at crash transactions in the small building and construction industry. Investigations may profit, however, from awareness of recurrent challenges in the use of ethnographic methods before launching research of this type.