The use of objective measures to assess cigarette smoking among adolescents has become commonplace in research studies in recent years. This trend is based on evidence that this so called pipeline methodology can increase the disclosure of socially proscribed behaviors in a setting where adolescents might otherwise feel pressure to deny that they smoke. This paper examines the effects of the pipeline methodology alone and in combination with procedures designed to ensure anonymity on the disclosure of tobacco, alcohol, and marijuana use by young adolescents. The data indicate that the pipeline procedures significantly increase disclosure of tobacco and marijuana use when students are promised confidentiality but not anonymity. However, when anonymity was assured, disclosure of cigarette use was just as high without the pipeline; for marijuana use, disclosure was higher without the pipeline. No effects were observed for alcohol disclosure. These data are interpreted for their implications for prospective and cross sectional studies.