Gangs are among a small number of quasi-universal phenomena, present across time and space in most societies across the world. Providing the most profound and insightful studies of this phenomenon, there is a long tradition of ethnographic research on gangs. This is partly due to the fact that ethnography, as a methodological approach, involves the development of a certain intimacy with gangs that then permits an inside understanding of their logics and dynamics. Yet, the particular nature of ethnography means that it is not an obvious methodology to implement in order to study gangs. It raises a number of inchoate practical and ethical dilemmas, which this article will explore. Drawing from ongoing longitudinal ethnographic research on gang dynamics in Nicaragua, which first began in 1996, I will conclude by pointing to the need for a “delinquent ethnography.”