A health diary is a prospective procedure to obtain reports of morbidity (illness and injury), disability and health actions. Health diaries have been used for 3 purposes: in methodologic studies to compare reporting levels for retrospective and prospective procedures; as memory aids to improve recall of health events in a later, retrospective interview; and as a primary data source. This article presents an inventory and description of studies which have used health diaries. It reviews evidence from the studies on the following topics: 1) levels of reporting compared to retrospective interviews; 2) recall error; 3) validity of health reports; 4) value of diary data for a broad view of symptoms and health behavior, for individual-level analysis and for studies of health dynamics; 5) respondent cooperation; 6) conditioning effects (sensitization and fatigue); 7) quality of diary data; 8) survey costs; 9) complexity of data collection and processing; and 10) complexity of data analysis. Overall health diaries have well-documented advantages with respect to content--the rich information they provide about individual health. High respondent cooperation and high-quality data can be achieved if staff members devote ample time and energy to retaining diary-keepers and monitoring their records. Researchers must weight the advantages of health diary information against the money costs, staff activities, and statistical computing resources necessary to collect and analyze it.