Advances in technology and the associated cultural norms, especially the advent of the smartphone, offer an unprecedented opportunity to collect data on relevant health behaviors and experiences unobtrusively at a greater frequency and in greater volumes than ever before. This special issue will acquaint the readership of Nicotine and Tobacco Research with the potential for intensive longitudinal data and will illustrate some innovative analytic techniques for addressing research questions associated with this type of complex data. This introductory article will provide a brief history of the analytic techniques for intensive longitudinal data and will point to some resources that support and enable the use of these techniques.