Historical research is challenging when studying informal spaces like urban slums, where extant scholarship is limited, government data are sparse or absent, and populations change rapidly due to eviction, environmental shocks, and the everyday churn of migration. Moreover, written materials and political ephemera generated within slums are rarely preserved in accessible state archives, limiting the usefulness of conventional archival research. In such contexts, the discovery of informal archives—unmapped, non-systematized collections of materials kept by individuals and groups in the spaces under study—can contribute to the reconstruction of local histories. This article draws on 20 months of fieldwork in India’s urban slums to offer insights on the collection and use of informal archival materials. These materials afford an intimate look at how the urban poor organize and make claims on the state. Their analysis, however, involves inferential challenges. Researchers must consider how processes of production, preservation, and provision shape the content of gathered historical materials and thus the inferences that can be drawn from them. Beyond urban slums, informal archives are likely to be useful sources of historical data for a range of studies in comparative politics, especially those that focus on informal institutions and local quotidian politics.