"Loss to follow-up" can be substantial in substance abuse clinical trials. When extensive losses to follow-up occur, one must cautiously analyze and interpret the findings of a research study. Aims of this project were to introduce the types of missing data mechanisms and describe several methods for analyzing data with loss to follow-up. Furthermore, a simulation study compared Type I error and power of several methods when missing data amount and mechanism varies. Methods compared were the following: Last observation carried forward (LOCF), multiple imputation (MI), modified stratified summary statistics (SSS), and mixed effects models. Results demonstrated nominal Type I error for all methods; power was high for all methods except LOCF. Mixed effect model, modified SSS, and MI are generally recommended for use; however, many methods require that the data are missing at random or missing completely at random (i.e., "ignorable"). If the missing data are presumed to be nonignorable, a sensitivity analysis is recommended.