Various kinds of resources (physical, digital, local, far), settings (real and mediated, single or multiuser) and mediating tools are simultaneously active during the interaction with digital environments. In conducting research on human-computer interaction is then vital to work with cross-medial data collections, namely with data which derive from different collection procedures addressing various aspects of the interaction and which are combined according to an overarching methodological rationale. The present paper intends to describe some techniques for the collection and displaying of cross-media data, integrating them with some methodological considerations. Three procedures will be illustrated, namely the split-screen technique, that allows the synchronized visualization of different environments on the same screen; the action indicator augmented display, that allows to enrich the visual recording with signals notifying the occurrence of a particular event; the pentagram, which allows to transcribe multiple sequences of events in their reciprocal temporal relationship. The basic characteristic of these techniques are described and illustratively applied to the interaction with virtual environments.