OBJECTIVES: We compared pregnancy identification methods and outcome capture across 31 Health Demographic Surveillance System (HDSS) sites in 14 countries in sub-Saharan Africa and Asia. METHODS: From 2009 to 2014, details on the sites and surveillance systems including frequency of update rounds, characteristics of enumerators and interviewers, acceptable respondents were collected and compared across sites. RESULTS: The 31 HDSS had a combined population of over 2,905,602 with 165,820 births for the period. Stillbirth rate ranged from 1.9 to 42.6 deaths per 1000 total births and the neonatal mortality rate from 2.6 to 41.6 per 1000 live births. Three quarters (75.3%) of recorded neonatal deaths occurred in the first week of life. The proportion of infant deaths that occurred in the neonatal period ranged from 8 to 83%, with a median of 53%. Sites that registered pregnancies upon locating a live baby in the routine household surveillance round had lower recorded mortality rates. CONCLUSIONS: Increased attention and standardization of pregnancy surveillance and the time of birth will improve data collection and provide platforms for evaluations and availability of data for decision-making with implications for national planning.