Comparative effectiveness research encompasses research that compares two interventions to each other, and takes place in real-world settings without strict inclusion and exclusion criteria, according to the established standard of care. There is a need for comparative evaluations of the treatments for obstructive sleep apnea, a disease associated with increased cardiovascular risk, stroke and metabolic derangement. This article reviews the recent, representative literature that addresses obstructive sleep apnea intervention and treatment, paradigms for diagnosis and randomized control trials addressing the efficacy of interventions, in an effort to demonstrate examples of both traditional observational and randomized control trials, as well as to illustrate the considerable overlap between some traditional studies and comparative effectiveness research. Despite methodological challenges, the potentially large clinical and public health impact of obstructive sleep apnea, accompanied by considerable cost, mandates that randomized controlled trials and comparative effectiveness research be systematically applied to identify both the efficacy and effectiveness of alternative diagnosis and treatment strategies.