Illicit drug use in urban settings is a major public health problem. A range of individual level factors are known to influence drug use and its consequences, and a number of recent studies have suggested that the neighborhood in which an individual lives may also play a role. However, studies seeking to identify neighborhood-level determinants of drug use, particularly among marginalized urban populations, need to overcome significant challenges, particularly in the area of sampling and recruitment. One key issue is defining functional neighborhoods that are relevant to local residents. Another arises from the need to sample a representative or even a diverse population when studying marginalized groups such as illicit drug users. These are common problems that raise particular challenges when both need to be addressed in the same study. For example, many sampling approaches for neighborhood-level studies have included some form of random sample of households, but this may systematically overlook marginalized populations. On the other hand, the sampling approaches commonly used in studies of hidden populations such as chain referral, snow ball, and more recently, respondent-driven sampling, typically expand beyond a geographic "neighborhood." We describe the organization and rationale for the IMPACT Studies in New York City as a case illustration on how such issues may be addressed.