Diverse subdisciplines within entomology recognize the detection of rare individuals as the precursor to effective management of these individuals. Unfortunately, detection methods have often developed on a case-by-case basis, and advances in one subdiscipline have not carried over to similarly related fields. The biology of a particular organism will certainly affect sampling methods, but the underlying principles governing the power of a sampling strategy to detect rare individuals will apply across taxa. Our review of the sampling literature demonstrates the common problem of detecting rare individuals, reviews the fundamentals of probability theory as a foundation for any monitoring program, and discusses the inferences that can be drawn from samples, especially when resources limit sampling efforts. Particular emphasis is placed on binomial-, beta-binomial-, and hypergeometric-based sampling strategies as they pertain to quarantine inspections for exotic pests, veterinary/medical entomology, and insecticide resistance monitoring.