Girl walks into a bar. Says to the bartender, "Give me a Diet Coke and a clear sight line to those guys drinking Miller Lite in the corner."

No joke. The "girl" is Emma Gilding, corporate ethnographer at Ogilvy & Mather, one of the world's top advertising agencies. Her assignment is to hang out in bars across the country, watching guys knock back beers with their friends. And wipe those smirks off your faces. This is research.

As directors of OgilvyDiscovery, Gilding and her partner, Johanna Shapira, supervise a team of researchers who follow consumers for hours or days at a time, filming them in their native habitats. Their goal: to capture the telling moments that reveal what consumers actually do with products, rather than what they say they do.

That might mean catching a heart-disease patient scarfing down a meatball sub and a cream soup while extolling the virtues of healthy eating, or a diabetic vigorously salting his sausage and eggs after explaining how he refuses jelly for his toast. The subjects could be Mexican middle-schoolers, goofily acting their age--and then sagaciously commenting on how their time for tomfoolery is running short. Gilding and Shapira have seen and heard all of that.

Since at least the mid-1990s, the advertising industry has been fighting a war on multiple fronts. Media fragmentation, declining network audiences, information clutter, and ad-zapping technologies have made agencies increasingly eager to find an edge in reaching consumers. Some larger firms believe that ethnographic research such as Gilding and Shapira's can help identify consumers' emotional hot buttons, allowing them to craft messages with more resonance. As Bill Gray, president of Ogilvy & Mather, New York, says, it's one more tool to help "tip the balance of the environment in favor of our brand" in a marketplace where consumers' engagement with a brand can mean the difference between a best-seller and an also-ran.

It may sound a little like what we've come to expect from reality TV. But don't confuse ethnography with The Osbournes. "This is an authentic experience, not one that's produced," says Gilding, the 35-year-old British native who launched OgilvyDiscovery five years ago. "Our job is to bring a whole world more realistically to life." Among others, OgilvyDiscovery has plumbed the worlds of asthma sufferers for Bristol-Myers Squibb, small-business owners for American Express, and damp babies for Kimberley-Clark's Huggies.

The methodology goes something like this: Gilding and her team put out a call through recruiting agencies for potential subjects. They rigorously screen candidates against a set of qualifications, typically rejecting 50% or more until they get the right people. Subjects are paid, but that should not be the point: Gilding wants experienced consumers who are brand experts. "In most cases, they know more about the brand that we're looking at than the CEO of the company."

Once chosen, subjects agree to allow videographers to follow them for a day or longer, documenting the minutiae of everyday life and gathering information on everything from emotional engagement with a product to environmental cues on its place in the home and the psyche of the user. After an initial awkwardness, the camera typically seems to fade away, allowing an extraordinary candor. "There's something really incredible about someone asking you to tell your story for eight hours," says Shapira. "It can almost become a confessional experience for people."