An overview is provided of measures that are administered repeatedly in daily life. Variations of thismethodology have been referred to as ecological momentary assessment, diary methods, daily processmeasures, and most broadly as intensive repeated measures in naturalistic settings (IRM-NS). Contrastsare drawn between IRM-NS methods on the basis of different sampling strategies, such as time-contingent recording, signal-contingent recording, and event-contingent recording. Common threats tothe internal validity, construct validity, and external validity of IRM-NS measures are reviewed, alongwith ways to reduce these threats. The statistical analysis of IRM-NS data is considered, with a particularfocus on the investigation of intraindividual variability. An extended example is provided of an IRM-NSmeasure, an event-contingent recording method for the assessment of interpersonal behaviour.Keywords: ecological momentary assessment, daily diary methods, naturalistic assessments, IRM-NSvalidity, IRM-NS reliability