The Office of Management and Budget's (OMB) Statistical Policy Directive No. 15 is the standard which federal agencies must use to report race and ethnic origin. While this standard is adequate for classifying the race and ethnic origin of most Americans, there is growing evidence that the standard is inadequate for capturing the growing ethnic and racial diversity of the U.S. population. This paper will describe the iterative process of the cognitive research conducted in order to develop and test a supplement to the May 1995 Current Population Survey on race and ethnic origin. The paper will show how this cognitive work was used to develop race and ethnic origin questions that provide survey respondents with the opportunity to more fully convey their racial and ethnic identity. Additionally, the paper will demonstrate how cognitive research was utilized to develop questions that examine the extent to which survey respondents identify with emerging racial and ethnic origin terminology such as "African-American" versus "Black" and "Latino" versus "Hispanic."