To help students understand the real-world applications of calculus, our calculus students all take part in a lab. This is not another "computer lab" but a lab where the students perform experiments and then collect and analyze the data. The students are able to verify for themselves many of physical claims that are left as theory in most calculus courses. We describe our lab, the experiments and what the students actually do while in lab. We discuss some of the difficulties of such a lab as well as some simplifications that would be possible for a similar lab elsewhere. (Contains 3 figures and 2 footnotes.)