The increasing attention on experiment in the last two decades has led to important insights into its material, cultural and social dimensions. However, the role of experiment as a tool for generating knowledge has been comparatively poorly studied. What questions are asked in experimental research? How are they treated and eventually resolved? And how do questions, epistemic situations, and experimental activity cohere and shape each other? In my paper, I treat these problems on the basis of detailed studies of research practice. After presenting several cases from the history of electricity—Dufay, Ampère, and Faraday—I discuss a specific type of experiment—the “exploratory experiment”—and analyze how it works in concept formation. I argue that a fuller understanding of experiment can only be achieved by intertwining historical and philosophical perspectives in such a way that the very separation of the two become questioable.