Stress responses play a key role in allowing animals to cope with change and challenge in the face of both environmental certainty and uncertainty. Measurement of glucocorticoid levels, key elements in the neuroendocrine stress axis, can give insight into an animal's well-being and can aid understanding ecological and evolutionary processes as well as conservation and management issues. We give an overview of the four main biological samples that have been utilized [blood, saliva, excreta (feces and urine), and integumentary structures (hair and feathers)], their advantages and disadvantages for use with wildlife, and some of the background and pitfalls that users must consider in interpreting their results. The matrix of choice will depend on the nature of the study and of the species, on whether one is examining the impact of acute versus chronic stressors, and on the degree of invasiveness that is possible or desirable. In some cases, more than one matrix can be measured to achieve the same ends. All require a significant degree of expertise, sometimes in obtaining the sample and always in extracting and analyzing the glucocorticoid or its metabolites. Glucocorticoid measurement is proving to be a powerful integrator of environmental stressors and of an animal's condition.