How do nonhuman primates process information about their social and physical world, and how do they make decisions? To address this question, research in the tradition of ethology and behavioral ecology aims to uncover how animals behave under ecological and evolutionarily valid conditions. By combining detailed observations of behavior in the wild with field experimentation, such studies have shed light on what primates know about predators, their home ranges and food sources, and their social environment. A second research stream takes non-naturalistic experiments into freely moving groups of wild or captive primates to test social learning, problem-solving skills, and motivation. Finally, captivity-based studies address a wide range of questions, using an array of different methodological approaches, often with the aim to explore the limits of the animals’ abilities. This chapter compares the strengths and the limitations of the different research streams and proposes an integrative approach to developing a profound understanding of primate cognition.