This article discusses the research problems and issues related to the specific question of itinerancy. On the basis of a review of scholarly articles covering almost 20 years, the authors discuss the evolution of research and, above all, the difficulties of research into highly stigmatized populations for which vague definitions and multiple realities constrain and even impose strict methodological limits. The authors discuss research strategies which have been developed, evaluating them as much in empirical and theoretical terms as in ethical terms. In the present context of scarce resources and scrutiny of certain services, researchers must not only examine the scientificity of their research, but also the very real political stakes involved in the production of knowledge. Thus, the authors view questions relating to methodological strategies and choices as being fundamental and unavoidable.