Two methods for computing temperature-dependent unresolved resonance region cross sections on-the-fly within continuous-energy Monte Carlo neutron transport simulations are presented. The first method calculates Doppler broadened cross sections directly from zero-temperature average resonance parameters. In a simulation, at each event that requires cross section values, a realization of unresolved resonance parameters is generated about the desired energy and temperature-dependent single-level Breit-Wigner resonance cross sections are computed directly via the analytical ψ−χ Doppler integrals. The second method relies on the generation of equiprobable cross section magnitude bands on an energy-temperature mesh. Within a simulation, the bands are sampled and interpolated in energy and temperature to obtain cross section values on-the-fly. Both of the methods, as well as their underlying calculation procedures, are verified numerically in extensive code-to-code comparisons. Energy-dependent pointwise cross sections calculated with the newly-implemented procedures are shown to be in excellent agreement with those calculated by a widely-used nuclear data processing code. Relative differences at or below 0.1% are observed. Integral criticality benchmark results computed with the proposed methods are shown to reproduce those computed with a state-of-the-art processed nuclear data library very well. In simulations of fast spectrum systems which are highly-sensitive to the representation of cross section data in the unresolved region, k-eigenvalue and neutron flux spectra differences of <10 pcm and <1.0% are observed, respectively. The direct method is demonstrated to be well-suited to the calculation of reference solutions — against which results obtained with a discretized representation may be assessed — as a result of its treatment of the energy, temperature, and cross section magnitude variables as continuous. Also, because there is no pre-processed data to store (only temperature-independent average resonance parameters) the direct method is very memory-efficient. Typically, only a few kB of memory are needed to store all required unresolved region data for a single nuclide. However, depending on the details of a particular simulation, performing URR cross section calculations on-the-fly can significantly increase simulation times. Alternatively, the method of interpolating equiprobable probability bands is demonstrated to produce results that are as accurate as the direct reference solutions, to within arbitrary precision, with high computational efficiency in terms of memory requirements and simulation time. Analyses of a fast spectrum system show that interpolation on a coarse energy-temperature mesh can be used to reproduce reference k-eigenvalue results obtained with cross sections calculated continuously in energy and directly at an exact temperature to within <10 pcm. Probability band data on a mesh encompassing the range of temperatures relevant to reactor analysis usually require around 100 kB of memory per nuclide. Relative to the case in which probability table data generated at a single, desired temperature are used, minor increases in simulation times are observed when probability band interpolation is employed.