Ethnographic research

Long-term engagement in the field setting or place where the ethnography takes place, is called participant observation.  This is perhaps the primary source of ethnographic data. The term represents the dual role of the ethnographer. To develop an understanding of what it is like to live in a setting, the researcher must both become a participant in the life of the setting while also maintaining the stance of an observer, someone who can describes the experience with a measure of what we might call "detachment." Note that this does not mean that ethnographers cannot also become advocates for the people they study. Typically ethnographers spend many months or even years in the places where they conduct their research often forming lasting bonds with people. 

Interviews provide for what might be called "targeted" data collection by asking specific but open-ended questions. There is a great variety of interview styles. Each ethnographer brings his or her own unique approach to the process. Regardless, the emphasis is on allowing the person or persons being interviewed to answer without being limited by pre-defined choices -- something which clearly differentiates qualitative from more quantitative or demographic approaches. In most cases, an ethnographic interview looks and feels little different than an everyday conversation and indeed in the course of long-term participant-observation, most conversations are in fact purely spontaneous and without any specific agenda.

Researchers collect other sources of data which depend on the specific nature of the field setting. This may take the form of representative artifacts that embody characteristics of the topic of interest, government reports, and newspaper and magazine articles. Although often not tied to the site of study, secondary academic sources are utilized to "locate" the specific study within an existing body of literature.

source: 
http://www.brianhoey.com/General%20Site/general_defn-ethnography.htm