Routine vaccination programmes have led to substantial declines in the incidence of most of the target diseases. In these circumstances, vaccine effects beyond those on the target diseases may become evident. Several studies have suggested that certain vaccines may influence mortality in low income settings in ways that cannot be attributed to effects on target diseases. Trials of such 'non-specific' effects are difficult if not impossible to organise; and observational studies of them are prone to serious confounding, because those who do or do not receive vaccines are likely to differ in many ways, some of which relate to their subsequent risk of early death, independent of vaccination. They are also prone to other biases, including the selective loss of vaccination records for children who die. We review these potential sources of bias and suggest what and how data may be collected to optimise the validity of such studies.