My purpose here is simple—if not particularly lofty. I intend to characterize in general terms the activities that we engage in when we do social science history research, to describe somewhat abstractly how we conduct inquiry in social science history. This examination of our scholarly activities is provoked by several convictions: First, the philosophy of science—even an epistemology of social science history to the extent that there is one—is by and large not helpful to the conduct of inquiry. Second, the efforts in philosophy (and elsewhere) to conceptualize the conduct of inquiry in philosophy using examples from the physical sciences seem especially inapplicable to social science history. Third, when we do become self-conscious about what we are doing, we concentrate on methods and techniques of data collection and analysis and we create the impression that our scholarly research is fully described by technical decisions and activities.