Thanks to scholars placed both within and outside geography, real efforts have been made of late to uncover and engage with the voices of marginalised groups. While population geographers have furnished a remarkable array of methodological devices to explore migrants' being and consciousness, feminist geographers have challenged the established conceptual framework of geographical field research by underscoring the significance of self‐reflexivity, positionality, and situatedness in the field. But as this account of fieldwork with undocumented Bangladeshi migrants in the marginal and ‘illegal’ spaces of slums in New Delhi demonstrates, these nouveau routines do not engage fully with the fieldwork anxieties experienced by the researcher. In particular, critical and self‐engagements alone do not allow the investigator to deal effectively with the complicated and often opaque landscapes in which fieldwork is conducted. The article introduces these highly fragmentary social spaces, suffused with power, but also charged with ambiguities and contradictions, questioning our understanding of undocumented migrant communities and their ties with other groups in the slums. The unelaborated ‘risks of everyday life’ negotiated by unauthorised immigrants necessitate a reworking of these broad routines in order to gain access to and conduct interviews with them. No substantive results from my study are reported in the paper; it should be read as a methodological contribution. Copyright © 2004 John Wiley & Sons, Ltd.