This article illustrates the use of qualitative research methods in the field of thanatology. The authors--a former doctoral candidate and her dissertation chair--describe their ongoing naturalistic inquiry of terminally ill persons and their family members. By describing the reasoning and decision-making informing their study, the authors provide an instructive "how to" on the following topics: finding a research question and a method; assessing risks and benefits; sampling; gaining entry/access to research informants; participant observation; interviewing; analyzing data, and establishing "relational integrity." In a final section, the first author offers reflections on the personal challenges she faced while conducting her research.