As of June 2017, 65.6 million people worldwide have been forcibly displaced due to war, persecution, or to seek better social or economic conditions for themselves and their families. Migration and exposure to new environments may have implications for health. This case study describes exploratory data collection among foreign-born people in Belgium, a leading immigrant destination. We conducted community-based data collection, focusing on neighborhoods and spaces in Brussels with high numbers of immigrants and asylum seekers. The lessons learned are presented here as an example of preliminary research with a fluid population. We highlight some of the challenges in recruiting and ethical considerations we encountered.