Much of the research in cross-cultural psychology is done using countries (national cultures) as main units of comparison, disregarding other important characteristics of the participants such as their ethnicity, language, religious or territorial affiliation. Thus, despite the fact that there exist clearly distinguishable sub-cultures within many countries or national cultures, they are often regarded as uniform and homogenous entities in cross-cultural research. In many cases, as we will argue in this paper, such approach is rather justifiable. In doing so, however, one should always be aware of large intra-cultural diversity which can be found in many countries all around the world. This chapter is an attempt to demonstrate that intra-cultural variation is an inevitable part of cultural variation in general and that the intra-cultural differences are, as a rule, larger than differences between various cultures. Studies of intra-cultural cognitive, behavioral, or attitudinal diversity are essential for understanding cross-cultural differences as they often provide important insights into processes of development and many other theoretical problems.