Artistic research suggests alternative methods for producing various kinds of knowledge, whether within or without the confines of academe. These methods may involve either the production of investigative artworks or the writing by the artist of a doctoral dissertation about his or her own work. For cultural researchers, the methods employed by artists engaged in these processes are both familiar and challenging, as conventional ethnography is mixed with more unpredictable experiments. This article presents several contemporary artworks, including sculpture, film, dance, installation and performance that explore various aspects of reality. What can be learnt from these works? And what could be achieved by an open exchange between artists and academic researchers? Four methodological approaches are highlighted as being of particular interest. The first relates to artists’ tendency to live experimentally, using themselves both as actors and as research objects. The second arises from the very tangible ways in which contemporary artworks approach the theme of materiality. The third relates to the emotional nature of much of contemporary art – even when it is categorised as conceptual – in its creation, forms of presentation, and influence on the spectator. Finally, many artists are gifted with the ability to find and communicate surprising meanings in ordinary life. How do they do this? Part of the answer seems to be that although artists are open to the implementation of “wild whims”, they exploit their spontaneity in a highly professional manner.