Ecological momentary assessment (EMA) is particularly suitable for studying substance use, because use is episodic and thought to be related to mood and context. This article reviews EMA methods in substance use research, focusing on tobacco and alcohol use and relapse, where EMA has been most applied. Common EMA designs combine event-based reports of substance use with time-based assessments. Approaches to data organization and analysis have been very diverse, particularly regarding their treatment of time. Compliance with signaled assessments is often high. Compliance with recording of substance use appears good but is harder to validate. Treatment applications of EMA are emerging. EMA captures substance use patterns not measured by questionnaires or retrospective data and holds promise for substance use research.