This chapter challenges the conventional wisdom that quantitative and qualitative researchers have nothing in common. In reviewing the major approaches to terrorism research, we not only dispel prevailing myths surrounding the quantitative-qualitative debate, but also highlight promising methodological avenues for innovative research in the future. Foremost among these methods is the paradigmatic case study approach combined with prison ethnography. Employing a mixed-methods approach, we identify four paradigmatic cases of American lone wolf terrorism dating back to 1940. Key lessons are then presented from ethnographic research on terrorist inmates in Saudi Arabia, Israel, and the United States. The essay contributes to the recent move by terrorism scholars to openly discuss and evaluate their research methods in an effort to improve the quality of fieldwork on terrorism.