The possibility of exploring ethnic identities in past societies constitutes one of the most controversial fields of archaeological research. However, the reassessment of the conceptualization of ethnicity in the human sciences and the increasing transference of these theories to archaeological research is helping to develop new analytical frameworks for the study of this problematic subject. From this perspective, the aim of this paper is to attempt a theoretical and methodological approach to the complex relationships between ethnic identity and material remains from the standpoint of Iron Age studies, showing both the possibilities and difficulties of archaeological research on ethnicity. For this period, the incipient availability of written evidence allows the development of new interdisciplinary research strategies. Finally, an introduction to practical work in this field is presented, specifically focusing on two case studies: Ruiz Zapatero and Álvarez-Sanchís' approach to the identity of the Vettones of the central Iberian Peninsula, and the author's own work on the Late Iron Age sanctuaries of the Middle Rhine-Moselle region.