There has been insufficient effort in most areas of applied psychology to evaluate incremental validity. To further this kind of validity research, the authors examined applicable research designs, including those to assess the incremental validity of test instruments, of test-informed clinical inferences, and of newly developed measures. The authors also considered key statistical and measurement issues that can influence incremental validity findings, including the entry order of predictor variables, how to interpret the size of a validity increment, and possible artifactual effects in the criteria selected for incremental validity research. The authors concluded by suggesting steps for building a cumulative research base concerning incremental validity and by describing challenges associated with applying nomothetic research findings to individual clinical cases.