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In this paper, we investigate how the choice of media for capture and access affects the diary study method. The diary study is a method of understanding participant behavior and intent in situ that minimizes the effects of observers on participants. We first situate diary studies within a framework of field studies and review related literature. We then report on three diary studies we conducted that involve photographs, audio recordings, location information and tangible artifacts. We then analyze our findings, specifically addressing the following questions: How do context information and episodic memory prompts captured by participants vary with media? In what way do different media "jog" memory? How do different media affect the diary study process? These questions are particularly important for diary studies because they can be especially useful as compared to other methods when a participant intends to do an action but does not or when actions are particularly difficult to sense. We also built and tested a tool based on participant and researcher frustrations with the method. Our contribution includes suggested modifications to traditional diary techniques that enable annotation and review of captured media; a new variation on the diary study appropriate for researchers using digital capture media; and a lightweight tool to support it, motivated by past work and findings from our studies.