Against the background of the research project entitled ‘Transit Migration’ (2002–2004), on migration regimes in Turkey, Greece and the Balkan region, the article will discuss methodological and conceptual problems and challenges of qualitative studies of transit migration. By analysing diverse practices and conditions of ‘transit migrations’ the article will argue against attempts to qualitatively define the phenomena. Rather, it suggests applying the concept of ‘precarious transit zone’ in order to grasp the complexity, unsteadiness, and multi‐directionality of many migrational ‘transit‐biographies’. On an ethnographic level the concept of ‘transit zone’ allows a consideration of different figures of transit migrants from those in the traditional sense of the term, visa‐overstayers or rejected asylum seekers transiting diverse countries on their way forward and increasingly also on their difficult way back to their countries of origin as well as the increasing number of migrants ‘stuck in mobility’. Moreover, the concept urges migration research to adopt an ‘ethnographic regime approach’, which implies a multi‐dimensional research design. It combines ethnographic research with discourse analyses and an analytical focus on the macro level. This shows that transit migration is not only shaped by migration related policies by the EU, nation‐states and international/ intergovernmental organisations, but it is shaped by ‘economies of transit’. Additionally an ethnographic regime approach also analyses the impact of academic research itself in re‐constructing categories used by the governing bodies. Copyright © 2010 John Wiley & Sons, Ltd.