The history of longitudinal research can be traced back 350 years. On the one hand, it can be used in studies at the national level, such as the national periodical survey in Canada (1665-1754), and similar surveys in Sweden (1749), in Norway and Denmark (1769), and in the United States (1790). On the other hand, the technique can be used in individual surveys. Notable examples include those surveys conducted by Baltes & Nesselroade (1979) and Wall & Williams (1970), who began their collection of longitudinal data in 1759. Although longitudinal studies of youth were carried out in the United States in the wake of World War I, large scale studies did not take place in this country until the 1970s, when many studies in the fields of physiology, sociology, medicine and behavior adopted the technique (Menard，2002). At present, longitudinal research and data collection are one of the major research methods in many regions and many countries including the United States and European countries. This article describes the definition of a longitudinal study, its strengths and weaknesses and its scope of application. Using longitudinal studies of American Youth as an example, the author shows the method used to design and carry out longitudinal research and its applicability in practical research.