Most vaccine assessments have occurred in well-nourished populations of higher socioeconomic status. However, vaccines are often used in populations with high incidences of malnutrition and infections, in whom the effectiveness of some vaccines is inferior for unknown reasons. The degree and extent of vaccine underperformance have not been systematically studied for most vaccines across differing epidemiologic settings. This paper outlines the methods used and challenges associated with measuring immunological responses to oral vaccines against poliovirus and rotavirus, and parenteral vaccines against pertussis, tetanus, and measles in an observational study that monitored daily illness, monthly growth, intestinal inflammation and permeability, pathogen burden, dietary intake, and micronutrient status in children in 8 countries. This evaluation of vaccine response in the context of low- and middle-income countries is intended to address the gaps in knowledge of the heterogeneity in vaccine response in diverse epidemiological settings and the interplay between infections, nutrition, and immune response.