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The small form factor and constant presence of mobile phones create unique challenges to the study of their use. Mobile phone use can be difficult for outsiders to observe because of the intimate nature of the devices. Mobile use can also be multimodal (voice and text), further complicating data collection. The mobility and multitasking that are facilitated with the device pose logistical challenges for data capture as well. This paper presents a literature review of innovative methodologies for mobile phone studies. Some of these methods include cameras and other recording devices, diary studies, and controlled experiments. This paper also presents the multimethod approach that was used in an original field study of mobile phone use for supporting personal and romantic relationships in India: questionnaire, interview, participant observation, and mobile diary.