Background: HIV epidemics in most countries are highly concentrated among population subgroups such as female sex workers, injecting drug users, men who have sex with men, mobile populations, and their sexual partners. The perception that they are important only when they cause epidemic expansion to general populations has obscured a critical lack of coverage of preventive interventions in these groups, as well as appropriate methods for monitoring epidemic and behavioural risk trends. The difficulties in accessing such groups have likewise often cost doubt on the representativeness of observed disease and behavioural risk estimates and their validity and reliability, particularly those related to sampling and the measurement of risk behaviours. Objectives: To review methodological obstacles in conducting surveillance with population subgroups in concentrated HIV epidemics, elaborate on recent advancements that partially overcome these obstacles, and illustrate the importance of modelling integrated HIV, STI, and behavioural surveillance data. Methods: Review of published HIV, STI, and behavioural surveillance data, research on epidemic dynamics, and case studies from selected countries. Conclusions: The population subgroups that merit regular and systematic surveillance in concentrated epidemics are best determined through extensive assessment and careful definition. Adherence to recently refined chain referral and time location sampling methods can help to ensure more representative samples. Finally, because of the inherent limitations of cross sectional surveys in understanding associations between complex sexual behaviours and HIV and STI transmission, mathematical models using multiple year data offer opportunities for integrated analysis of behavioural change and HIV/STI trends.