The cognitive interview (CI) was modified for use in an epidemiological study in which respondents were asked to recall their daily physical activities from the distant past (35 years ago). In comparison to a traditional epidemiological interview, the CI elicited many more responses and also more precise responses. Several practical costs, however, were incurred by the CI: additional time to train interviewers and to conduct interviews and difficulties in coding the responses. The costs and benefits of conducting the CI are addressed, along with conceptual and methodological challenges. The article ends with an existential question: Is the CI a singular technique if it can be modified so radically for different settings?