There has been a burgeoning interest in studying daily events and experiences. This article discusses a variety of methodologic challenges that face daily event and experience researchers. The issues discussed include techniques for measuring events, the development of event checklists, sampling event content, specifying event appraisals, event validation procedures, and the creation of summary measures derived from event checklists. Procedural issues discussed include determining the number of observations and persons needed for daily event studies, the evaluation of response, attrition, and missing item bias, and problems linking event reports over time.