Coping is important for success at smoking cessation, yet little is known about the natural history of coping with urges to smoke during a cessation attempt. In this study, Ecological Momentary Assessment (EMA) methods were used to gather real-time quantitative and qualitative data. For 3 consecutive days during their first 10 days of smoking cessation, 36 participants used tape recorders and palm-top computers to record details of 389 coping episodes, during which they employed 1,047 coping responses. An average of 3.6 coping episodes per day and an average of 2.7 coping responses per episode were reported. Sixty-seven percent of the responses were behavioral and 33% were cognitive. Gender, location of the episode, nicotine dependence, and quitting history were associated with the use of specific strategies. Results indicate that EMA methods and instruments are feasible for measuring coping responses.