This collaborative essay provides a methodological reflection and a list of recommendations on the opportunities, uncertainties and limitations faced when researching state spaces in India, Mexico and Kenya. Drawing on recent fieldwork across these countries, we illuminate the complexities and challenges inherent in studying state institutions and their roles in territorial governance and urban management. Our analysis is informed by 12 months of combined remote and in-person research, during which we employed ethnographic immersion and in-depth interviews to explore the interplay between digitalization and state power. We offer collective reflections along three main lines. First, we address the elusive nature of the state, highlighting the challenges of gaining trust from elite government officers and the significance of engaging with nonstate actors who mediate relationships between citizens and bureaucratic entities. Second, we underscore the importance of critically reflecting on the researcher’s positionality and identity, particularly when working in culturally unfamiliar settings. Third, we advocate for the value of maintaining openness to multidisciplinary dialog and emphasize the importance of engaging with anticolonial and feminist methodological approaches. We believe these insights and lessons will be valuable to other scholars and practitioners investigating the dynamics of state power in the digital age.