Oral exams are a fruitful and practical alternative to written exams in small-enrolment Science classes. In an oral exam, the instructor can assess conceptual understanding, problem-solving, scientific communication skills, and a student's philosophy of science. In contrast, a written exam gives a much poorer picture of how students learn and approach Science. In this paper, I present a case for oral exams drawn from my own experience as a Physics instructor and the research literature in Physics education, followed by practical considerations for other instructors who may wish to try oral exams in their classes.