Web archival collections are a key source for historical web research, and recent anthologies have provided examples of their use by researchers from a wide range of disciplines including the Digital Humanities. This paper explores the challenges of researcher engagement with web archives from the vantage point of two national web archives: the UK Web Archive at the British Library, and Netarkivet at the Royal Danish Library. We compare and contrast our experiences of undertaking web archival research at these institutions. Our personal interactions with the collections are supplemented by interviews and observations of the everyday practices of archivists, with a view towards understanding the similar yet different circumstances that shape researcher engagement in web archives. This analysis facilitates a discussion of the ways in which web archival interfaces both enable and foreclose on particular forms of research and contributes to critical ongoing debates surrounding digital source criticism in DH.