This paper outlines a novel method for leadership researchers and practitioners to understand how and why effective and ineffective leadership look different in different groups. Leadership is a complex and contextually dependent process influenced by the interplay between leaders, followers, the group, and their environment. The social identity approach to leadership describes how a group's identity shapes the ways in which people can lead effectively. It also implies that (in)effective leadership looks different across diverse groups and teams. Accordingly, it follows that there is no single correct way to lead. To explore these ideas, we propose ethnographic methods, where researchers and practitioners immerse themselves in a group environment, as a novel type of method for examining leadership in action. We suggest the social identity approach as a framework to help guide researchers' data collection and sense-making of leadership behaviours. Additionally, we explain that ethnographic data can be represented well through creative non-fiction stories that capture the context surrounding leadership behaviours. These stories could support leadership consultancy and development programs to demonstrate the complex interplay between leaders, followers, and the group context.