This article explores the use of walking interviews as a research method. In spite of a wave of interest in methods which take interviewing out of the "safe," stationary environment, there has been limited work critically examining the techniques for undertaking such work. Curiously for a method which takes an explicitly spatial approach, few projects have attempted to rigorously connect what participants say with where they say it. The article reviews three case studies where the authors have used different techniques, including GPS, for locating the interview in space. The article concludes by arguing that researchers considering using walking interviews need to think carefully about what kinds of data they wish to generate when deciding which approach to adopt.