As researchers seek to make sense of young people's online literacy practices and participation, questions of methodology are important to consider. In our work to understand the culture of physical, virtual and blended spheres that adolescents inhabit, we find it necessary to expand Gee's (2004) notion of affinity spaces. In this article, we draw on our research examining adolescent literacies related to The Sims video games, The Hunger Games novels, and the Neopets online game to explicate nine features of affinity space research that reflect participation in, and research about, online environments. We argue that studying adolescent literacies in affinity spaces affords us access to participants outside our geographic proximity, readily available web-based historical record of the affinity spaces' practices, and a way to trace literacy practices across portals, modes and texts. However, affinity space research poses challenges, including issues of recruiting and maintaining relationships with participants, the instability and impermanence of online environments and artefacts, and the porous boundaries of field sites. This article concludes with recommendations for future literacy research conducted in online spaces and implications for literacy teaching and learning. Our aim is to begin articulating a new methodological framework for studying affinity spaces: affinity space ethnography.