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There is a growing appreciation that our current approach to clinical research leaves important gaps in evidence from the perspective of patients, clinicians, and payers wishing to make evidence-based clinical and health policy decisions. This has been a major driver in the rapid increase in interest in comparative effectiveness research (CER), which aims to compare the benefits, risks, and sometimes costs of alternative health-care interventions in ‘the real world’. While a broad range of experimental and nonexperimental methods will be used in conducting CER studies, many important questions are likely to require experimental approaches – that is, randomized controlled trials (RCTs). Concerns about the generalizability, feasibility, and cost of RCTs have been frequently articulated in CER method discussions. Pragmatic RCTs (or ‘pRCTs’) are intended to maintain the internal validity of RCTs while being designed and implemented in ways that would better address the demand for evidence about real-world risks and benefits for informing clinical and health policy decisions. While the level of interest and activity in conducting pRCTs is increasing, many challenges remain for their routine use. This article discusses those challenges and offers some potential ways forward.