Debate surrounds the size of the underestimate of nonfatal occupational injuries produced by the U.S. Bureau of Labor Statistics (BLS). We developed models that separated categories of injuries: BLS Annual Survey, federal government, agriculture, state and local government, self-employed outside agriculture, and all other. The models generated varying estimates depending on the assumptions for each category pertaining to job risks and amount of underreporting. We offered justification for the assumptions based on published studies as well as our own analyses of BLS data. The models suggested the Annual Survey missed from 0% to 70% of the number of injuries (from private firms, excluding the self-employed) it was designed to capture. However, when we included firms and governments the Annual Survey was not designed to capture, and considered reasonable assumptions regarding underreporting, we estimated the BLS missed between 33% and 69% of all injuries. We concluded that there was substantial undercapture in the BLS Annual Survey, some due to the excluded categories of government workers and the self-employed, as well as some due to underreporting.