This case adds to the discussion on the effectiveness of laboratory experiments in sociological research. Sociologists often question laboratory experiments’ external validity and particularly criticize the neglect of context effects in experimental designs. Bringing context into social lab experiments is of prior importance for sociological research. Our case addresses this criticism and practically guides through the 10 steps necessary to successfully conduct a sociological lab experiment, using the example of a project on cooperative behavior undertaken in Mangalore, India. Our exemplary research focuses on cooperation in a culturally heterogeneous environment and the testing of specific hypotheses regarding the functionality of leadership. Inviting both Hindu and Muslim participants into the lab, we used religious affiliation as a salient marker of cultural dissimilarities. We measured cooperative behavior with the Public Goods Game (PGG) and found that cultural diversity does not affect cooperation per se, but reduces cooperation in the presence of a first-moving leader. In heterogeneous groups, poor leadership and uncertainty about followers’ reciprocity hinder the effectiveness of leadership as an institutional device to resolve social dilemmas. We also discuss more general issues of experimental research in the social sciences, including the overrepresentation of positive findings in the published literature (publication bias) and the tailoring of narratives based on particular findings in the data (overfitting). To resolve these critical issues, we stress the value of cumulative knowledge obtainable through replication and comprehensive meta-studies which add considerable value to stand-alone experiments in sociology and the social sciences in general.