Recent work has extended the methods for the analysis of nested case-control studies to accomodate a broad variety of risk set sampling designs. These results have implications for the design of sampled epidemiologic cohort studies. We describe a model which is a natural extension of the Cox proportional hazards model and may be used to estimate parameters from sampled risk set data. We illustrate how these techniques may be used to solve three diverse design and analysis problems from epidemiologic research.