I am often asked how a Victorianist came to write a book about museum exhibitions and the British quest for and Traffic in pre-Columbian antiquities. When I began, I had no formal training in these subjects and thus little that would count as a theory or method. Of course, as my interest grew I read as much of the scholarly literature as I could: critical studies of important collectors; analyses of exhibitionary practice and museum administration; the history of the museum from cabinets of curiosity to the virtual collections of the present. Yet much of what I learned in writing my own book, Informal Empire, was pieced together, often haltingly, one fragment at a time through a deep immersion in a rich archive. Sensing I was on new ground, I rejected any overarching schema, adhering to the perhaps counterintuitive notion that the best way to make the archive speak was to resist imposing a theory on it and instead to allow the shape of the materials themselves to suggest ways of proceeding. To illustrate both the advantages and the liabilities of this method, which I employed while working on nineteenth-century ethnography collections, I have chosen here to reconstruct the key steps of the scholarly journey that took me from the library to the world of museums and archives. I offer this reflection on critical practice first as an exercise in demystification and second as an encouragement to anyone, but especially students, who might wish to travel similar paths.