This paper provides an interpretation of Hans-Jörg Rheinberger's notions of epistemic things and historical epistemology. I argue that Rheinberger's approach articulates a unique contribution to current debates about integrated HPS, and I propose some modifications and extensions of this contribution. Drawing on examples from memory research, I show that Rheinberger is right to highlight a particular feature of many objects of empirical research (''epistemic things'')-especially in the contexts of exploratory experimentation-namely our lack of knowledge about them. I argue that this analysis needs to be supplemented with an account of what scientists do know, and in particular, how they are able to attribute rudimentary empirical contours to objects of research. These contours are closely connected to paradigmatic research designs, which in turn are tied to basic methodological rules for the exploration of the purported phenomena. I suggest that we engage with such rules in order to develop our own normative (epistemological) categories, and I tie this proposal to the idea of a methodological naturalism in philosophy of science.