Adolescent health surveys administered in different countries or regions often are described as cross-cultural. Although most include youth of different ethnic and cultural groups, few attempt to define these constructs or to collect data that allow their characterization. This paper explores four challenges shared by large-scale surveys of adolescent health-related behaviors and beliefs. First, adolescent health investigators have used the terms culture and ethnicity loosely. The growing interest in contextual analysis demands standardization of the definitions as they apply to adolescents, followed by correct usage of the terms. Hypotheses regarding the associations between race, ethnicity, culture, health-related behaviors, and health outcomes should be clearly stated and incorporated into conceptual models. Second, cross-cultural analyses are interpretable only when the study designs and sampling methods provide adequate representation of cultural and ethnic minorities and when the survey items allow differentiation of factors related to race, ethnicity, culture, and socioeconomic factors. Third, cross-cultural research may expose traditions, beliefs, and behaviors that are supported by one population yet criticized by another. Investigators must recognize their own personal biases and must work collaboratively to analyze and interpret their data correctly. Fourth, generalizations about cultural/ethnic comparisons can evoke powerful emotional reactions. Interpretation and dissemination of research findings should be done sensitively and with the help of experts from the cultural/ethnic groups that have been studied.