This article discusses the first project of the Nordic Museum in Stockholm, Sweden, dealing with immigrants. It was carried out between 1972 and 1990, and it produced material based on interviews, participant observation, photographs and other written and visual sources. The article first examines why and how this extensive research project was carried out and then discusses the documentation project as performance. The project was an early attempt to document the contemporary lives of people through fieldwork, although the original aim of this pioneering project was merely to create and preserve ethnic identity by documenting “authentic” Finnish characteristics. Thus, it is a good example of changing paradigms in ethnological research.