Observational studies and pragmatic trials can complement classical randomized controlled trials (RCTs) by providing data more relevant to the circumstances under which medicine is routinely practiced, thereby providing practical guidance for clinicians. The bearing of RCT findings on day-to-day practice can be weighted and the data more meaningfully interpreted by practicing clinicians if evidence is integrated from a variety of different study designs and methodologies. The advent of observational studies and pragmatic trials, often referred to as "real-life studies," has met with a degree of cynicism, but their role and value is gaining widespread recognition and support among clinicians. This article discusses where observational studies and pragmatic trials have utility, namely: in addressing clinical questions that are unanswered and/or unanswerable by RCTs; in testing new hypotheses and possible license extensions; and in helping to differentiate between available therapies for a given indication. Moreover, it seeks to highlight how the different approaches fit within a conceptual framework of evidence relevant to clinical practice, a step-change in the traditional view of medical evidence.