Mobile privacy concerns are central to Ubicomp and yet remain poorly understood. We advocate a diversified approach, enabling the cross-interpretation of data from complementary methods. However, mobility imposes a number of limitations on the methods that can be effectively employed. We discuss how we addressed this problem in an empirical study of mobile social networking. We report on how, by combining a variation of experience sampling and contextual interviews, we have started focusing on a notion of context in relation to privacy, which is subjectively defined by emerging socio-cultural knowledge, functions, relations and rules. With reference to Gieryn's sociological work, we call this place, as opposed to a notion of context that is objectively defined by physical and factual elements, which we call space. We propose that the former better describes the context for mobile privacy.