This chapter discusses real-time research methodologies for studying entrepreneurial processes. It focuses on the use of self-reports like diaries and emails to gather data with a short time lapse between events and reflections. Using these methods provides close access to entrepreneurs' thoughts, feelings, and allows reduction of rationalization effects. The chapter also discusses withdrawing from the field for periods of time to analyze collected data with a fresh perspective. Finally, it addresses creating narrated chronologies of processes studied and issues around collaborating with research subjects and ensuring confidentiality while influencing the process as a researcher.