This paper describes the main methodological aspects of a cohort study, with emphasis on its recent phases, which may be relevant to investigators planning to carry out similar studies. In 1993, a population based study was launched in Pelotas, Southern Brazil. All 5,249 newborns delivered in the city's hospitals were enrolled, and sub-samples were visited at the ages of one, three and six months and of one and four years. In 2004-5 it was possible to trace 87.5% of the cohort at the age of 10-12 years. Sub-studies are addressing issues related to oral health, psychological development and mental health, body composition, and ethnography. Birth cohort studies are essential for investigating the early determinants of adult disease and nutritional status, yet few such studies are available from low and middle-income countries where these determinants may differ from those documented in more developed settings.