In the last two decades, there has been considerable debate around the emergence of multi-sited ethnography. Most critics of multi-sited ethnography have focused on its ontological premise, risks of holism and, most importantly, methodological applications (Hage, 2005). These topics have been further developed by adherents to a multi-sited approach, mostly through empirical examples (Falzon, 2009; Colermand and Hellerman, 2011). In this paper, I engage in this debate by problematizing my research on Brazilian culture in Los Angeles, paying special attention to the limitations I recognize in a more traditional definition of ethnography. The aspect of multi-sited ethnography that seems especially questionable is the assumption that a shared experience between researcher and informants would produce comprehension of social life. This postulation gives a superior status to the dwelling and privileges observation as the primary means of analyzing and comprehending. I reflect on the challenges I faced in doing research and how I was able to overcome previous assumptions by incorporating strategies from a multi-sited approach. Specifically, I discuss the debate around ideas around conceptualizing space, defining sites and categorizing the roles of para-ethnographers. I conclude with a short reflection on the importance of acknowledging the problems we face while conducting research and how these problems can be a guide to overcoming methodological and practical limitations.