Across the health and social sciences, addressing many key scientific or policy questions requires an understanding of whether a given quantity has changed over time—e.g., by year of data collection or by birth year. For example, has the occurrence of—or socioeconomic inequity in—a given health outcome changed across time? Or has social mobility improved or worsened in recently born generations? Understanding such issues motivates and informs future policy development, and can provide clues to aetiology by contrasting with changes in purported determinants or confounding factors. Accordingly, comparative or cross-cohort research initiatives are increasingly prominent components of health and social sciences yet, to our knowledge, no structured guidance exists to inform the implementation or appraisal of such studies. We thus collate relevant learning and produce guidance, focusing on changes across time in 1) outcome occurrence or levels for continuous outcomes; and 2) the magnitude and/or direction of associations. We discuss their use and importance (when does such comparative research add value?), study inclusion (which studies could be used?), sources of bias (what can go wrong and how can biases be mitigated?), and interpretation (how can between study differences be explained?). We provide a checklist to structure such guidance which applies to multiple study designs (e.g., cohort or repeated cross-sectional studies) and may be a useful tool for future authors and reviewers focusing on comparative research across time, cohort or indeed place. Finally, we provide analytical syntax and tutorial content with example data to facilitate future analysis and data visualisation (see https://osf.io/d569x/).