Homeless people who struggle with compromised mental and physical health as well as drug use while cycling in and out of correctional facilities are at the center of numerous overlapping issues connected to extreme poverty. Conducting research with this population is essential to our understanding of severe deprivation, but doing so can present challenges with study retention and the ethical imperative to intervene. In this paper, we discuss our experiences using a hybrid methodological approach that integrates clinical social work and ethnography in a study that provided intensive case management to HIV-positive, destitute adults in Oakland, California. We elaborate on how having a social worker as the primary point of study contact served to protect participants from harm related to and separate from the research, as well as provided them with a source of advocacy and support. During times of crisis, the social worker could intervene by drawing upon clinical skills and institutional access, which provided critical assistance to participants and also facilitated their study retention. Finally, we reflect on how a close collaboration between social science ethnographers and a social welfare professional focused our inquiry on the case management process itself in ways that have broader meaning for research on the very poor and very sick, including the development of meaningful programmatic and policy recommendations.