Storytelling has long been recognized as central to human cognition and communication. Here we explore a more active role of stories in social science research, not merely to illustrate concepts but also to develop new ideas and evaluate hypotheses, for example, in deciding that a research method is effective. We see stories as central to engagement with the development and evaluation of theories, and we argue that for a story to be useful in this way, it should be anomalous (representing aspects of life that are not well explained by existing models) and immutable (with details that are well-enough established that they have the potential to indicate problems with a new model). We develop these ideas through considering two well-known examples from the work of Karl Weick and Robert Axelrod, and we discuss why transparent sourcing (in the case of Axelrod) makes a story a more effective research tool, whereas improper sourcing (in the case of Weick) interferes with the key useful roles of stories in the scientific process.