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The field of developmental psychopathology is faced with a dual challenge. On the one hand, we must build interdisciplinary theoretical models that adequately reflect the complexity of normal and abnormal human development over time. On the other hand, to remain a viable empirical science, we must rigorously evaluate these theories using statistical methods that fully capture this complexity. The degree to which our statistical models fail to correspond to our theoretical models undermines our ability to validly test developmental theory. The broad class of random coefficient trajectory (or growth curve) models allow us to test our theories in ways not previously possible. Despite these advantages, there remain certain limits with regard to the types of questions these models can currently evaluate. We explore these issues through the pursuit of three goals. First, we provide an overview of a variety of trajectory models that can be used for rigorously testing many hypotheses in developmental psychopathology. Second, we highlight what types of research questions are well tested using these methods and what types of questions currently are not. Third, we describe areas for future statistical development and encourage the ongoing interchange between developmental theory and quantitative methodology.