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War gaming is experiencing a renaissance in both practitioner communities and within scholarly analyses. However, despite this renaissance, little work has been done to evaluate how war games collect data and which collection methods are best suited for different questions and game designs. This paper explores the use of different methodologies within war gaming, including move analysis, qualitative ethnographic studies, and surveys to capture data about both game outcomes and motivations. It explores the utility of different data collection methods for understanding participant behaviors, group behaviors, and game patterns. Finally, the paper discusses the validity of these different data collection methods both for those designing games and those analyzing pre-designed games.