The measurement of the order and magnitude of absorptive nonlinearities is essential to the development and improvement of a wide range of optical materials. This review presents and contrasts some of the most commonly used methods for making such measurements. As background, we introduce the history of, and the essential physics behind, multiphoton absorption (MPA) and phenomena that can interfere with its measurement. We review methods for the direct and indirect measurement of MPA. The direct methods covered include nonlinear transmission, absorption modulation, Z-scan, and spectrally-resolved, two-beam coupling. The indirect methods reviewed, all of which rely on the measurement of multiphoton action cross sections, include nonlinear fluorescence excitation, thermal lensing, MPA-induced photocurrent, and various techniques for determining the order of effective nonlinear absorption in multiphoton absorption polymerization.