In natural and artificial Urban Water Systems (UWS), there are strong interactions between urbanization processes, discharges of individual, industrial and collective wastewaters, transfer of pollutants in storm water runoff, and their impacts on natural surface and ground waters. The sustainable management of UWS is becoming very important, and needs new research and action methodologies to get a more integrated knowledge and understanding from scientific, technical, ecological, and socio-economic points of view. In this paper, methodological problems associated with modeling, decision-making tools, definition of objectives, metrology, and multidisciplinarity are identified. An improved and reliable knowledge about the short- and long-term behavior of UWS appears absolutely necessary to evaluate indicators and criteria used in various methodologies aiming at assessing sustainability. A multidisciplinary research project, named OTHU (Experimental Observatory for Urban Hydrology), which aims at providing results, knowledge, and methodologies to assess the sustainability of UWS, is then briefly presented.