The trafficking of women and children for work in the globalized sex industry is a global social problem. Quality data is needed to provide a basis for legislation, policy, and programs, but first, numerous research design, ethical, and methodological problems must be addressed. Research design issues in studying women trafficked for sex work (WTSW) include how to (a) develop coalitions to fund and support research, (b) maintain a critical stance on prostitution, and therefore WTSW, (c) use multiple paradigms and methods to accurately reflect WTSW's reality, (d) present the purpose of the study, and (e) protect respondents' identities. Ethical issues include (a) complications with informed consent procedures, (b) problematic access to WTSW, (c) loss of WTSW to follow-up, (d) inability to intervene in illegal acts or human rights violations, and (e) the need to maintain trustworthiness as researchers. Methodological issues include (a) constructing representative samples, (b) managing media interest, and (c) handling incriminating materials about law enforcement and immigration.