The document summarizes the experiences and challenges of conducting natural experimental evaluations to study the effects of environmental and policy interventions on physical activity behavior change. It discusses how natural experiments are not controlled by evaluators and usually not randomized. It outlines challenges like lack of control over interventions, assessing exposure, and causal inference. It then provides examples of studies conducted on the health impacts of a busway and cycling towns program. These studies collected data through cohorts and analyzed pathways between the built environment and physical activity while adjusting for various individual factors. The document stresses balancing methodological rigor with pragmatism in these difficult but important natural experiment evaluations.