This article examines the potential role of single case statistical studies in psychotherapy research. Techniques examining averages and trends tend to ignore the fact that not all statistically identical events are qualitatively equivalent and that qualitatively different events may be statistically identical. Single case empirical studies may allow simultaneous quantitative and qualitative explorations that correct of this bias. Intensive single case research allows researchers to choose nonrandom, but theoretically and clinically important, data samples. Such studies also facilitate multidimensional measures-analysis and subtle contextual understanding. This deeper understanding of the single case may then facilitate studies across cases.