We examine methodologies and methods that apply to multi-level research in the learning sciences. In so doing we describe how multiple theoretical frameworks inform the use of different methods that apply to social levels involving space-time relationships that are not accessible consciously as social life is enacted. Most of the methods involve analyses of video and audio files. Within a framework of interpretive research, we present a methodology of event-oriented social science, which employs video ethnography, narrative, conversation analysis, prosody analysis, and facial expression analysis. We illustrate multi-method research in an examination of the role of emotions in teaching and learning. Conversation and prosody analyses augment facial expression analysis and ethnography. We conclude with an exploration of ways in which multi-level studies can be complemented with neural level analyses.