Compares the evaluation methods of vocational training public programs. Studies the US case, the other national cases (mostly OECD countries), and the European Union case. Suggests that OECD countries, and especially the EU, should follow the US trend, and make impact microeconometric studies, in order to assess the training effects of those programs; thus, it will be possible to conduct better policies, and to spend public money in better ways. Additionally tries to explain why the USA is much more advanced in those studies than the EU and other countries; links the reasons to scientific history and to the administrative actions. Finally, presents some ideas about the Portuguese case, which is a fine example of the problem.