As survey costs increase and response rates decrease, researchers are looking for alternative methods to collect data from study subjects. Passively collected data may offer a way to reduce the burden on research subjects while also collecting high-quality data needed for social science research. Examples of passive data collection tools are applications installed on mobile devices and sensors in subjects’ homes or worn on the body. In this study, we focus on always-on location data collected from subjects’ iPhones. To explore the promise of passively collected data to augment and improve survey data, we conducted a 2-week pilot study with 24 subjects. We discuss the utility of always-on location data and the challenges researchers may encounter when they incorporate location data in their analyses.