Challenges to evaluating comprehensive complex strategies revolve around addressing comprehensiveness, attribution, and complexity. The latter requires attention to synergies amongst interventions, feedback loops, and other forms of nonlinearity. The article reviews and assesses how well six approaches to evaluating strategies succeed in dealing with these challenges, including one developed in light of the initial review. None of the approaches offer ideal solutions to the challenges of complexity. The quantified logic model approach suggests the need to simplify and refrain from trying to assess all causal chains in complex strategies. Intervention path contribution analysis, an approach under development, explores the possibilities of using contribution analysis to validate evaluative propositions developed from literature, program theory, and incomplete evaluative information. Greater understanding of synergies, feedback loops, and nonlinearity in general requires accumulation of knowledge over time from thoughtful strategy evaluations under a variety of contexts.