The analysis of violence from an individual or household perspective is arguably one of the most challenging research areas in social science. Outbreaks of violence affect the core of human relations and social norms. They occur in non‐linear cycles, and co‐exist at different levels of social interaction within the family, the community or the state. Analysis of this complexity cannot be restricted to one social science discipline or method of analysis. This article reflects on an innovative methodology adopted to capture the experience of living with violence in communities in Brazil, Jamaica, Mexico and Nigeria. The methodology confronted disciplinary boundaries by encouraging close dialogue between quantitative and qualitative researchers in violent settings, and creating processes for learning and sharing. This article describes the methodology, presents the main results of the quantitative analysis and reflects on the challenges and lessons.