Drawing upon a programme of comparative studies in three European countries, England, France and Denmark, this paper discusses some of the particular issues and problems that can arise in comparative research. It outlines some ways in which the research has attempted to resolve these and to shed light on the complex interplay of factors--personal, social and structural--that influence young people's engagement with learning. It argues that comparative approaches which combine careful measurement with 'up-close', deep understanding of real-world contexts, can be a very powerful mix. The paper proceeds to discuss some innovative features of comparative research design such as the use of student quotations from the three countries as a stimulus to group interviews with students and the employment of an 'insider-outsider' perspective, both in the development of research instruments and in fieldwork, by collaborators from more than one country working together and writing up their observations of countries other than their own. It is argued that such an approach can give valuable insights to other comparative researchers who wish to acknowledge the importance of both structure and agency in order to illuminate the complexities of the interaction between culture, social structure and institutions and individual action.