What to do in fieldwork when the objects of study are highly elusive? During my fieldworks on human-spirit relations among the Sihanaka of Madagascar, I am devising a methodological framework for systematic enquiries into my informants’ notions of and experiences with spiritual entities. In brief, this framework, called ‘the narrative experiment’, is about reading a short story aloud to a handful of informants followed by a discussion. Asking questions about the mysterious events in the story incites the informants to not only interpret this specific story, but to articulate notions of spirits, the local mythology, and to share their personal encounters with spirits. For me, this narrative experiment has turned out to become a valuable complement to participant observation, and as an experimental method it may have potential for studies of other intangible subjects beyond spirituality.