This article begins with a reinterpretation of two basic concepts (Gemeinten Sinn and Verstehen) in Weber’s theory of social relations. It defines international immigration as a social labor relation, characterized by an asymmetry of power between the principal actors, namely, migrant workers and their employers. It refers to Ernesto Galarza’s book entitled Merchants of Labor: The Mexican Bracero Story. It proposes the use of a participant observation method in which the author poses as an undocumented/unauthorized Mexican immigrant, that is, as a subject in his own research. This research design corresponds to a qualitative approach not aimed at an empirical “test of hypotheses” but instead focused on a “deep understanding”—or what Max Weber understood by his methodological concept of Verstehen—of social phenomena. A reference to an encounter with a fellow inmate in a detention center led to an empirical foundation for the concept of vulnerability used in further explaining and measuring migrations.