This article reflects on two experiences of applying qualitative life course research in development studies. The first methodology centred on the elicited narratives of older people in Buenos Aires exploring their lifetime relations with their children and their current well-being. The second employed semi-structured interviews with young adults in Zambia to investigate their trajectories towards economic empowerment. In both methodologies, the roles of linked lives and of wider social, economic and political changes were central. The article contributes to critical reflection on methodological choices and trade-offs, by focusing on dilemmas that arise from a desire to address policy makers and more quantitatively-orientated researchers. It explores three themes: the challenges of making sense of disparate narratives of linked lives; the possibilities for engaging with individual subjectivities; and different strategies for situating individual experiences in dynamic social, economic and political contexts.