It is conventional in the social sciences to treat the worlds of theory and empirical analysis as separate and distant from one another, and the theory construction literature is replete with proposed solutions to the problem of “bridging the gap” between theory and empirical practice. But for purposes of understanding empirical research literatures, especially interdisciplinary literatures such as those in social history research, the more pressing problem may be separating out theoretical and observational elements within existing research practice. Whether we are trying to “bring theory in” to our research setting or trying to identify that which has already been embedded in the research of others, we are engaged in the construction of theoretical models. This paper begins with Murphey’s discussion of the “theory-laden” nature of historical research, and uses this as a stepping-stone into an elaboration of how theoretical model building can contribute to our understanding of empirical research in social history.