This article reflects upon the methodological challenges posed by the study of secretive organizations and programmes. In particular, it examines the question: when participant-observation is not a feasible option, what techniques can anthropologists use to shed light upon covert military and intelligence agencies and the corporations that they contract? After reviewing anthropological research on secret societies from the late 18th and early 19th century, the author turns to contemporary anthropological work on bureaucratic institutions and initiatives that operate in secret. The author's own research into the US Army's Human Terrain System serves as an illustration. By adapting Laura Nader's suggestions for ‘studying up, down, and sideways’, the article suggests that documentary analysis (of both openly accessible and classified documents), interviews, and ‘self-analysis’ provide a fruitful combination of methods for an anthropology of the covert.