We offer a critical review and synthesis of research methods in the first century of the Journal of Applied Psychology. We divide the chronology into 6 periods. The first emphasizes the first few issues of the journal, which, in many ways, set us on a methodological course that we sail to this day, and then takes us through the mid-1920s. The second is the period through World War II, in which we see the roots of modern methodological concepts and techniques, including a transition from a discovery orientation to a hypotheticodeductive model orientation. The third takes us through roughly 1970, a period in which many of our modern-day practices were formed, such as reliance on null hypothesis significance testing. The fourth, from 1970 through 1989, sees an emphasis on the development of measures of critical constructs. The fifth takes us into the present, which is marked by greater plurality regarding data-analytic approaches. Finally, we offer a glimpse of possible and, from our perspective, desirable futures regarding research methods. Specifically, we highlight the need to conduct replications; study the exceptional and not just the average; improve the quality of the review process, particularly regarding methodological issues; emphasize design and measurement issues; and build and test more specific theories.