Studies of marked free-ranging ungulates have provided major contributions to ecology, evolution, and conservation. We focus on research areas where these studies have been particularly important: the role of individual differences in population dynamics, temporal changes in factors limiting populations, variation in reproductive success, quantitative genetics in the wild, population management, and conservation. We underline some strengths and limitations of these studies and call for more research on populations subjected to hunting, coexisting with large predators, and living in tropical or arid environments. Long-term research on ungulates requires long-term commitment, funding, access to study areas where animals can be monitored, and, usually, support from government agencies. Logistical difficulties limit the number of these important studies.