The main objective of the study was to evaluate whether passive surveillance methods can be used in cohort studies without a significant distortion of risk estimates when the active follow-up of every participant is not possible. A nested case-control study including 525 lung cancer cases and 525 controls was conducted among participants of the New York State Cohort Study (n = 57,968 men and women), which allowed the active follow-up of a sample of the cohort and the assessment of the effect of losses to follow-up. Although there were some differences with respect to dietary intake between controls lost to follow-up and those located, the results of the nested case-control study including and excluding losses to follow-up were comparable. Moreover, the results derived from the passive and the active follow-up data were similar. Our findings lent credence to passive follow-up methods and suggested that losses to follow-up did not compromise the validity of the study. Although attempts to trace every participant are preferable in a cohort study, passive surveillance may yield unbiased risk estimates when a rare disease is being investigated.