Participatory research is essential in public health studies, but using this methodology to examine sensitive public health problems among vulnerable populations is a challenge. We share some of our trials and tribulations in attempting to use participatory research in our substance abuse studies among transnational Mexican migrants in southeastern Pennsylvania. Major challenges did not permit partnerships across the community in all phases of research, including the dissemination of findings. Especially difficult was including transnational migrants and nearby relatives as partners in the research, similar to partnerships created with others in the community. The sensitive nature of our research and associated human subject concerns did not permit a more participatory methodology. Another problem involved partnerships with members of the larger community, given the apathy and ambivalence towards drug use by transnational migrants. Finally, collaborating with community stakeholders to develop and implement research-based recommendations was also problematic. As we learned, there are more to generating substance abuse recommendations in partnership with stakeholders than simply working together on recommendations, which also require an effective implementation strategy. Based on these experiences, we elaborate useful suggestions in development and application of local-level programs aimed at curtailing substance abuse among transnational migrant workers while they are at their work sites in Pennsylvania.