In primates, loci associated with adaptive trait variation often fall in noncoding regions. Understanding the mechanisms linking these regulatory variants to fitness-relevant phenotypes remains challenging but can be addressed using functional genomic data. However, such data are rarely generated at scale in nonhuman primates. When they are, only select tissues, cell types, developmental stages, and cellular environments are typically considered, despite growing appreciation that adaptive variants often exhibit context-dependent effects. In this review, we (1) discuss why context-dependent regulatory loci might be especially relevant for understanding adaptive evolution in primates, (2) explore challenges and emerging solutions for mapping such context-dependent variation, and (3) discuss the scientific questions these data could address. Filling these gaps will provide critical insights into evolutionary processes, human disease, and regulatory adaptation.