This paper addresses the challenges of working ethically and reflexively with refugees, migrants, and others whose life circumstances place them in positions of great precarity. The crises that have led to large-scale migration and asylum-seeking throughout the world bring us face-to-face with situations and experiences about which we urgently need and want to know. As ethnographers and oral historians, we work with narratives and look for understanding at least in part through personal histories. But in the process of engaging with people and their difficult stories, we come to appreciate the larger contexts of struggles that include we ourselves, and must confront our own relationship to these circumstances in ways that challenge the very idea of a coherent, single "story." The practices of oral history and ethnography, because they require a personal engagement on the part of the researcher, are particularly useful in enabling us to see beyond individual narratives to the historical, political, economic, and social contexts in which, in a deeply interconnected world, we are all implicated, and out of which stories (sometimes) emerge.