Nonsampling errors are subtle, and strategies for dealing with them are not particularly well known within psychology. This article provides a compelling example of an incorrect conclusion drawn from a nonrandom sample: H. C. Lombard's (1835) mortality data. This example is augmented by a second example (A. Wald, 1980) that shows how modeling the selection mechanism can correct for the bias introduced by nonsampling errors. These 2 examples are then connected to modern statistical methods that through the method of multiple imputation allow researchers to assess uncertainty in observational studies. (PsycINFO Database Record (c) 2012 APA, all rights reserved)