The diverse roles of cellular RNAs can be studied by purifying RNAs of interest together with the biomolecules they bind. Biotinylated antisense oligonucleotides that hybridize specifically to the RNA of interest provide a general approach to develop affinity reagents for these experiments. Such oligonucleotides can be used to enrich endogenous RNAs from cross-linked chromatin extracts to study the genomic binding sites of RNAs. These hybridization capture protocols are evolving modular experiments that are compatible with a range of cross-linkers and conditions. This review discusses the principles of these hybridization capture experiments as well as considerations and controls necessary to interpret the resulting data without being misled by artifactual signals. Copyright © 2019 Cold Spring Harbor Laboratory Press; all rights reserved.