As issues of traffic congestion, obesity, and environmental conservation receive increased attention globally and in the US, focus turns to the role that walking and cycling can play in mitigating such problems. This enthusiasm has created a need for evidence on the degree to which policies to increase walking and cycling travel have worked. This paper outlines the important challenges researchers face in their attempts to produce credible evidence on walking and cycling interventions. It closes by discussing matters to consider in such research endeavors, including the importance of clear conceptualization, sound research design, measurement innovations, and strategic sampling.