This paper aims to understand the I/O-complexity of maintaining a big sample set-whose size exceeds the internal memory's capacity-on a data stream.We study this topic in a new computation model, named the external memory stream (EMS) model, that naturally extends the standard external memory model to stream environments. A suite of EMS-indigenous techniques are presented to prove matching lower and upper bounds for with-replacement (WR) and without-replacement (WoR) sampling on append-only and time-based sliding window streams, respectively. Our results imply that, compared to RAM, the EMS model is perhaps a more suitable computation model for studying stream sampling, because the new model separates different problems by their hardness in ways that could not be observed in RAM.