Learning standards across the United States have increasingly called for history students to engage in aspects of "historical thinking," a term used to describe the complex disciplinary processes that historians use to make sense of the past. Although students are expected to learn these complex processes, little is known about how to assess achievement in these areas. Extant tests purport to assess historical thinking, but little validity research has been done to explore whether these tests are, in fact, sound measures of these processes. The present dissertation comprises three articles, each of which was designed to help meet the need for validity research about assessments of historical thinking. Each article featured studies that used think-aloud protocols to investigate aspects of cognitive validity, which is a consideration of whether assessments elicit the cognitive processes they are designed to measure. Article I explored whether selected multiple-choice items from the National Assessment of Education Progress (NAEP) "Grade 12 US History" exam elicit the aspects of "Historical Analysis and Interpretation" that they were designed to measure. Protocol analysis revealed that, instead of historical thinking, the items prompted students to engage in the construct irrelevant processes of factual recall/recognition, reading comprehension, and test-taking processes. The results undermine a validity argument about the use of these items to measure aspects of historical thinking. Article II investigated whether multiple-choice items from a new historical thinking measure, the "Historical Thinking Test" (HTT), tapped the intended historical thinking constructs of sourcing, corroboration, and contextualization. It also compared the processes elicited by HTT items with those elicited by multiple-choice items from two extant standardized tests. The think-aloud data suggested that items from the HTT elicited historical thinking at higher rates among high school history students than did items from extant tests. Yet, each of these new items also elicited construct-irrelevant reasoning that could limit their usefulness as measures of historical thinking. Article III examined whether new constructed-response items, called History Assessments of Thinking (HATs), elicited the intended aspects of historical thinking. Results suggested that HATs, for the most part, elicited the targeted constructs and that student answers reflected proficiency in aspects of historical thinking. The study also compared the processes elicited by HATs with those elicited by stem-equivalent multiple-choice items. The findings suggested that the stem-equivalent multiple-choice items elicited aspects of historical thinking, but that they also elicited irrelevant processes that could undermined an argument for their use as measures of historical thinking. [The dissertation citations contained here are published with the permission of ProQuest LLC. Further reproduction is prohibited without permission. Copies of dissertations may be obtained by Telephone (800) 1-800-521-0600. Web page: http://bibliotheek.ehb.be:2222/en-US/products/dissertations/individuals.shtml.]