For the past 250 years, Lepidoptera phylogeny has been based largely upon structures drawn from adult morphology. In contrast, characters derived from immature stages (eggs, larvae, pupae) have been relatively neglected. Where they have been available, immature stages characters have often yielded novel insights, sometimes contradicting pre-existing hypotheses of relationship, sometimes corroborating them. I will give examples of both situations in the Lepidoptera. However, our knowledge still remains very imperfect, even for those groups considered to be “well-known” (butterflies, hawkmoths, silkmoths). In particular, collections of suitably preserved specimens, vouchered against identified adults, are often highly incomplete and dispersed. Consequently, data sets for phylogenetic analysis that try to include immature stages data are often peppered with “missing data” points, which can have unfortunate consequences, such as increased numbers of most-parsimonious cladograms. In such circumstances, it can be tempting to exclude the immature stages data altogether, if doing so gives a more stable result. However, using an example from recent research into mosquito phylogeny, I will show how immature stages are essential to a fuller understanding of phylogeny and evolution. The challenge then is how to develop collections of immature stages to rival those of adult Lepidoptera, so that both can play an equal role in phylogenetic reconstruction. But can it even be done, given the massive change in attitude required, both in collectors and collections, or will parity between adults and immatures always remain just a Utopian dream?