The introduction sets up the history of anthropology’s comparative approach, initiated by Mauss and Weber. It argues against striving for unified theories, though, resisting the growing tendency to define science as a method of model making based on variables and quantitative samples and to portray ethnography and historical sociology as “unscientific” since they do not strive for generality. Comparison is not in the first place a question of the right research design, the correct choice of cases to be compared (the “what” and “how” to compare) but of an awareness of the conceptual difficulties in entering “other” life worlds. That makes anthropology so important, since it is primarily an engagement with “difference” and “diversity” and focuses on problems of cultural translation. As such, it offers a critique of the universalization of Western models and provides thus a basis for a comparative historical sociology. The introduction argues that a necessarily fragmentary approach to social life, in which the intensive study of a fragment is used to gain a perspective on a larger whole, offers a greater potential for social science than the analysis of large data, undergirded by game theory and rational choice theory.