This paper provides an overview of the probability sample designs and sampling methods for the Collaborative Psychiatric Epidemiology Studies (CPES): the National Comorbidity Survey Replication (NCS-R), the National Study of American Life (NSAL) and the National Latino and Asian American Study of Mental Health (NLAAS). The multi-stage sample design and respondent selection procedures used in these three studies are based on the University of Michigan Survey Research Center's National Sample designs and operations. The paper begins with a general overview of these designs and procedures and then turns to a more detailed discussion of the adaptation of these general methods to the three specific study designs. The detailed discussions of the individual study samples focus on design characteristics and outcomes that are important to analysts of the CPES data sets and to researchers and statisticians who are planning future studies. The paper describes how the expected survey cost and error structure for each of these surveys influenced the original design of the samples and how actual field experience led to changes and adaptations to arrive at the final samples of each survey population.