Large whales are subjected to a variety of conservation pressures that could be better monitored and managed if physiological information could be gathered readily from free-swimming whales. However, traditional approaches to studying physiology have been impractical for large whales, because there is no routine method for capture of the largest species and there is presently no practical method of obtaining blood samples from free-swimming whales. We review the currently available techniques for gathering physiological information on large whales using a variety of non-lethal and minimally invasive (or non-invasive) sample matrices. We focus on methods that should produce information relevant to conservation physiology, e.g. measures relevant to stress physiology, reproductive status, nutritional status, immune response, health, and disease. The following four types of samples are discussed: faecal samples, respiratory samples ('blow'), skin/blubber samples, and photographs. Faecal samples have historically been used for diet analysis but increasingly are also used for hormonal analyses, as well as for assessment of exposure to toxins, pollutants, and parasites. Blow samples contain many hormones as well as respiratory microbes, a diverse array of metabolites, and a variety of immune-related substances. Biopsy dart samples are widely used for genetic, contaminant, and fatty-acid analyses and are now being used for endocrine studies along with proteomic and transcriptomic approaches. Photographic analyses have benefited from recently developed quantitative techniques allowing assessment of skin condition, ectoparasite load, and nutritional status, along with wounds and scars from ship strikes and fishing gear entanglement. Field application of these techniques has the potential to improve our understanding of the physiology of large whales greatly, better enabling assessment of the relative impacts of many anthropogenic and ecological pressures.