In diary studies, people provide frequent reports on the events and experiences of their daily lives. These reports capture the particulars of experience in a way that is not possible using traditional designs. We review the types of research questions that diary methods are best equipped to answer, the main designs that can be used, current technology for obtaining diary reports, and appropriate data analysis strategies. Major recent developments include the use of electronic forms of data collection and multilevel models in data analysis. We identify several areas of research opportunities: 1. in technology, combining electronic diary reports with collateral measures such as ambulatory heart rate; 2. in measurement, switching from measures based on between-person differences to those based on within-person changes; and 3. in research questions, using diaries to (a) explain why people differ in variability rather than mean level, (b) study change processes during major events and transitions, and (c) study interpersonal processes using dyadic and group diary methods.