Mental health advisory teams (MHATs) conduct comprehensive mental health surveillance of US service members in combat environments. Since 2003, six teams have deployed to Iraq and four have deployed to Afghanistan, and results have played a key role influencing behavioural health policy. The repeated deployments of the teams have provided opportunities for processes to be refined, and this refinement has led to a scientifically rigorous and replicable approach. In this article we focus on two themes. The first theme is how changes in sampling have influenced the nature of the inferences drawn from the survey-based surveillance data. The second theme is how the ability to utilize different forms of data has served to strengthen the programme. Focusing on these two themes provides a way to discuss key findings, recommendations and limitations while also interspersing practical observations intended to help inform the design of broad-scale, in-theatre mental health surveillance efforts. We believe that future surveillance efforts should build on the lessons of the MHATs and attempt to replicate the more rigorous sampling methods; nonetheless, we also strive to convey that large surveillance efforts are valuable even if they cannot be executed with random sampling.