Cross-cultural psychologists seek to understand the nature of culture, a concept that can only be understood at the collective, supra-individual level. In most areas of psychology, researchers treat each individual as a separate source of data. Cross-cultural psychologists therefore need a clear understanding of the relationship between individual-level and group or collective-level analysis. Selected studies are reviewed that illustrate the way in which research may yield results that differ at different levels of analysis. Indications are given as to how cross-cultural psychologists can best handle the complexities of culture-related measurements for individuals and groups.