Analyzing the behavior of socio-technical systems - large urban populations interacting under constraints imposed by technical infrastructure - poses many interesting problems. We describe why simulation is an appropriate experimental method for studying these systems, drawing examples from the development and implementation of the Transportation Analysis and Simulation System (TRANSIMS). TRANSIMS is an urban planning tool that combines census data and household surveys with a description of the transportation network to produce estimate of human mobilty. It iteratively evaluates hundreds of thousands of coupled non-linear models to produce a solution to a million-person game.