Two intercomparison exercises have been carried out in this study to assess the accuracy and uncertainties involved in the measurement of residual stress by X-ray diffraction (XRD) and hole drilling. Materials examined include a shot peened spring steel, and a quenched aluminium. Twenty laboratories participated in the exercise, making a significant contribution to the development of separate Good Practice Guides for the respective measurement methods. Between laboratories, there was reasonable agreement with XRD measurements, but the hole drilling results showed greater scatter, particularly for the shot peened steel which had a non-uniform stress distribution. For this material, only the hole drilling results analysed using the integral method showed the expected stress profile.