This chapter examines the ethical and moral dilemmas present in conducting research within vulnerable populations. In particular, we explore the process of conducting interviews with trafficking victims that identify as transient minor sex workers. In light of the primary responsibility to ‘first, do no harm’, investigating the variety of unintended negative consequences implicit in data collection and presentation is a process that is both tedious and engaging. Experience and literature are employed in analysing the threats to the physical, social, and psychological integrity of all participants in this project, including the researcher, the subjects, the sponsoring institution(s), and the audiences.