In spite of important progress made during recent decades in nutritional epidemiology methods, many questions about the role of diet in determining cancer risk remain elusive. One example of an unresolved question is whether a high percentage of energy intake in the form of fat (especially saturated fat) is associated with an increased risk of breast cancer. Observations from international correlation and case-control studies support this hypothesis, while results from prospective cohort studies, generally considered less prone to bias, do not. In this paper, we review the advantages and limitations of these different types of epidemiological study design, and discuss how multi-centre studies may help answer some of the unresolved questions about relations between diet, nutritional status, and cancer risk. Multi-centre cohort studies may have the advantage of increased statistical power because of larger variations in individuals' dietary intake patterns and disease risk (as in international correlation studies), while at the same time offering all the possibilities of individual-level studies to model confounding and/or interaction effects.