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This paper summarizes the initial experiences and lessons learned while enabling and practicing agile methods at an industrial research lab. Lab staff are highly‐educated personnel who innovate in complex mixed hardware/software systems, software‐intensive systems, hardware components, and systems of systems. We discuss our goals in introducing agile, the challenges we faced with globally distributed industrial research in our capricious, uncertain, risky, variable, and evolving (CURVE) domains, how we addressed these challenges, results and lessons learned to date, and our next steps.