This paper provides a systematic comparison of cancer mortality and incidence projection methods used at major national health agencies. These methods include Poisson regression using an age–period–cohort model as well as a simple log-linear trend, a joinpoint technique, which accounts for sharp changes, autoregressive time series and state–space models. We assess and compare the reliability of these projection methods by using Canadian cancer mortality data for 12 cancer sites at both the national and regional levels. Cancer sites were chosen to provide a wide range of mortality frequencies. We explore specific techniques for small case counts and for overall national-level projections based on regional-level data. No single method is omnibus in terms of superior performance across a wide range of cancer sites and for all sizes of populations. However, the procedures based on age–period–cohort models used by the Association of the Nordic Cancer Registries tend to provide better performance than the other methods considered. The exception is when case counts are small, where the average of the observed counts over the recent 5-year period yields better predictions. Copyright © 2011 John Wiley & Sons, Ltd.