Recently, a particle number (PN) limit was introduced in the European light-duty vehicles legislation. The legislation requires measurement of PN, and particulate mass (PM), from the full dilution tunnel with constant volume sampling (CVS). Furthermore, PN measurements will be introduced in the next stage of the European Heavy-Duty regulation. Heavy-duty engine certification can be done either from the CVS or from a partial flow dilution system (PFDS). For research and development purposes, though, measurements are often conducted from the raw exhaust, thereby avoiding the high installation costs of CVS and PFDS. Although for legislative measurements requirements exist regarding sampling and transport of the aerosol sample, such requirements do not necessarily apply for raw exhaust measurements. Thus, measurement differences are often observed depending on where in the experimental set up sampling occurs.The objective of this paper is to summarize and discuss particle loss mechanisms. Simple equations are given for the most important mechanisms. Topics like isokinetic sampling and agglomeration are discussed for various typical cases. Special emphasis is placed on thermophoretic losses since thermophoresis is the most important particle removal mechanism for raw exhaust sampling from modern engines. Sampling from high pressure exhaust gas is also mentioned, and comparisons of the effect of tubing materials on particle removal are carried out. Finally, expected losses for typical cases are shown.