Locating and recruiting out-of-treatment drug-dependent individuals for inclusion in research studies are important and challenging tasks. Targeted sampling, a technique to reach such populations, has been described in the substance abuse literature. However, this literature has generally lacked a recent detailed account of the procedures for planning and implementing targeted sampling. This article provides a review of the literature of targeted sampling in drug abuse studies and a detailed description of methodology employed in our ongoing study of entry and engagement among opioid-dependent individuals in Baltimore, Maryland. Findings indicate that the out-of-treatment samples recruited from the streets are quite similar to those recruited from new admissions to opioid treatment programs, except for their prior treatment experience. This article indicates that targeted sampling can be useful in an urban setting with pervasive drug use.