The current article critically reviews 3 methodological options for assessing drinking episodes in the natural environment. Ecological momentary assessment (EMA) typically involves using mobile devices to collect self-report data from participants in daily life. This technique is now widely used in alcohol research, but investigators have implemented diverse assessment strategies. This article focuses on "high-resolution" EMA protocols that oversample experiences and behaviors within individual drinking episodes. A number of approaches have been used to accomplish this, including using signaled follow-ups tied to drinking initiation, asking participants to log entries before and after individual drinks or drinking episodes, and delivering frequent signaled assessments during periods of the day when alcohol use is most common. Transdermal alcohol sensors (TAS) are devices that are worn continuously and are capable of detecting alcohol eliminated through the skin. These methods are appealing because they do not rely upon drinkers' self-report. Studies using TAS have been appearing with greater frequency over the past several years. New methods are making the use of TAS more tractable by permitting back-translation of transdermal alcohol concentration data to more familiar estimates of blood alcohol concentration or breath alcohol concentration. However, the current generation of devices can have problems with missing data and tend to be relatively insensitive to low-level drinking. An emerging area of research investigates the possibility of using mobile device data and machine learning to passively detect the user's drinking, with promising early findings. EMA, TAS, and sensor-based approaches are all valid, and tend to produce convergent information when used in conjunction with one another. Each has a unique profile of advantages, disadvantages, and threats to validity. Therefore, the nature of the underlying research question must dictate the method(s) investigators select.