Chronic obstructive pulmonary disease affects millions worldwide. It is America's third leading cause of death, and results in significant morbidity and cost. Although many therapies exist and are being developed to alleviate symptoms and decrease morbidity and mortality in chronic obstructive pulmonary disease, most have only been studied in placebo-controlled efficacy studies in highly selected populations. Comparative effectiveness and translational research in chronic obstructive pulmonary disease will require the development of infrastructures to support collaboration between researchers and the stakeholders who generate, disseminate and use new knowledge. Methodologies need to evolve to both prioritize research questions and to conduct collaborative comparative effectiveness research studies. Given the impracticality of testing every clinical intervention in comparative pragmatic trials for comparative effectiveness research in chronic obstructive pulmonary disease, we advocate expanding methodology that includes the use of observational databases with serially performed effectiveness analyses and quasi-experimental designs that include following healthcare changes longitudinally over time to assess benefit, harm, subgroups and cost.