Self-regulation is critical for successful learning, and socially shared regulation contributes to productive collaborative learning. The problem is that the psychological processes at the foundation of regulation are invisible and, thus, very challenging to understand, support, and influence. The aim of this paper is to review the progress in socially shared regulation research data collection methods for trying to understand the complex process of regulation in the social learning context, for example, collaborative learning and computer-supported collaborative learning. We highlight the importance of tracing the sequential and temporal characteristics of regulation in learning by focusing on data for individual- and group-level shared regulatory activities that use technological research tools and by gathering in-situ data about students' challenges that provoke regulation of learning. We explain how we understand regulation in a social context, argue why methodological progress is needed, and review the progress made in researching regulation of learning.