Ecological momentary assessment (EMA) methods, which involve collection of real-time data in subjects' real-world environments, are particularly well suited to studying tobacco use. Analyzing EMA datasets can be challenging, as the datasets include a large and varied number of observations per subject and are relatively unstructured. This paper suggests that time is typically a key organizing principle in EMA data and that conceptualizing the data as a timeline of events, behaviors, and experiences can help define analytic approaches. EMA datasets lend themselves to answering a diverse array of research questions, and the research question must drive how data are arranged for analysis, and the kinds of statistical models that are applied. This is illustrated this with brief examples of diverse analyses applied to answer different questions from an EMA study of tobacco use and relapse.