Three birth cohorts are currently being followed in Pelotas, Southern Brazil, in order to assess changes in birth conditions, growth, development, morbidity, and infant mortality, as well as the influence of pre- and perinatal factors on the subsequent morbidity of participants in their adult lives. We provide a description of the methodology used for the cohort studies that began in 1982, 1993, and 2004 in Pelotas, and a description of the economic conditions of the families involved. For the three cohorts, similar strategies were used to recruit babies born to mothers living in the municipality's urban area. These included daily visits to maternity hospitals where births were identified, mothers interviewed, and newborns examined. Over this time frame, there has been a significant reduction in the number of births due to declining fertility rates amongst the target population. Salaries (measured as a multiple of the minimum wage) were stable across cohorts, but quality of life indicators--such as the availability of piped water, flushing toilets and refrigerators--showed clear improvements. Mothers' levels of education improved markedly. Important changes in the demographic profile of risk factors and health outcomes are being recorded by the Pelotas cohorts.