This case considers a key challenge faced by political scientists conducting archival research—the desire to increase the scope of a study without sacrificing the depth of analysis into any single case. This tension often leaves political scientists’ torn about whether to plan brief, targeted trips or lengthier, exploratory visits to archives. The former poses the danger of only finding what the researcher expected and ignoring disconfirmatory evidence. The latter is often difficult to implement due to time and resource constraints. The case elaborates on this archival researcher’s dilemma and provides practical advice to address the challenge. It draws on 10 months of research conducted at eight archives in the United Kingdom, Cyprus, and Israel. These data collection efforts were for a book project that examines British security forces’ understanding and response to religious rebels during the early postwar period. The case and examples highlight that the archival researcher’s dilemma is a persistent feature of the method and that ignoring its trade-offs can undermine both data collection and analysis efforts.