This article examines Cohen’s “transcendental method”, Windelband’s “critical method”, the neo-Kantian distinctions between natural science and the humanities (i. e., human or cultural sciences), and Weber’s account of ideal-typical explanations. The Marburg and the Southwest Schools of neo-Kantianism have in common that their respective philosophies of science focused on method, but they substantially differ in their approaches. Cohen advanced the “transcendental method”, which was taken up and transformed by Natorp and Cassirer; later, it became influential in neo-Kantian approaches to 20 th century physics. Windelband distinguished between facts and values, linking the former to the “genetic” method of history and the latter to the “critical” method of philosophy; and between the “nomothetic” and “idiographic” methods of the empirical sciences, a distinction further elaborated by Rickert. The distinction does not give rise to a sharp discrimination but is rather what Weber would later call an ideal type. All these approaches contribute in different ways to understanding the structure of scientific knowledge, focusing on different aspects of the general path of the empirical sciences between rationalism and empiricism.