Public health and social science increasingly use Twitter for behavioral and marketing surveillance. However, few studies provide sufficient detail about Twitter data collection to allow either direct comparisons between studies or to support replication. The three primary application programming interfaces (API) of Twitter data sources are Streaming, Search, and Firehose. To date, no clear guidance exists about the advantages and limitations of each API, or about the comparability of the amount, content, and user accounts of retrieved tweets from each API. Such information is crucial to the validity, interpretation, and replicability of research findings. This study examines whether tweets collected using the same search filters over the same time period, but calling different APIs, would retrieve comparable datasets. We collected tweets about anti-smoking, e-cigarettes, and tobacco using the aforementioned APIs. The retrieved tweets largely overlapped between three APIs, but each also retrieved unique tweets, and the extent of overlap varied over time and by topic, resulting in different trends and potentially supporting diverging inferences. Researchers need to understand how different data sources can influence both the amount, content, and user accounts of data they retrieve from social media, in order to assess the implications of their choice of data source.