Compton thick active galactic nuclei (AGN), which are obscured by column density NH > 1.5 × 104 cm−2, can be difficult to identify. They are certainly cosmically significant, both in producing the observed cosmic X-ray background, and in providing a location where black hole growth is hidden from view. Here I review some recent results from surveys that provide indications of Compton thick AGN, considering X-ray, radio, and infrared selection techniques. I also offer a caution against using mid-infrared silicate features to measure line-of-sight obscuration to active galactic nuclei. Instead, these features better indicate the geometric distribution of dust that the central engine heats. I conclude that the outstanding problem of Compton thick AGN is not the cases where the obscuration is directly associated with the environment of the active nucleus itself, even in the most obscured examples. Instead, we still risk missing the completely buried AGN, which are obscured by large amounts of gas and dust over large solid angles. The solution to finding Compton thick AGN may be to begin the search based on infrared emission and star formation, and then select for nuclear activity.