This article discusses implications and potentialities of anthropologically thinking and researching with documents, arguing that they consist of ethnographic artifacts, which can be particularly fruitful in certain research contexts. In order to do that, it resumes some movements of distancing and rapprochement between anthropology and documents and places two recent ethnographic experiences in dialogue. One a research through police inquiries of Brazilian Federal Police concerning "human trafficking for sexual exploitation" crimes, and the other focused on administrative procedures related to "missing persons" cases investigated by Rio de Janeiro Civil Police. In addition to revealing the heuristic potential of "following the paper" and calling attention to the micro politics of the interactions among those that document and those who are documented, the paper aims to contribute to larger discussions about the challenges that dealing with documents in field work situations poses to anthropology and its self-representations.