Diagonal electrophoresis/chromatography was described 40 years ago and was used to isolate specific sets of peptides from simple peptide mixtures such as protease digests of purified proteins. Recently, we have adapted the core technology of diagonal chromatography so that the technique can be used in so-called gel-free, peptide-centric proteome studies. Here we review the different procedures we have developed over the past few years, sorting of methionyl, cysteinyl, amino terminal, and phosphorylated peptides. We illustrate the power of the technique, termed COFRADIC (combined fractional diagonal chromatography), in the case of a peptide-centric analysis of a sputum sol phase sample of a patient suffering from chronic obstructive pulmonary disease (COPD). We were able to identify an unexpectedly high number of intracellular proteins next to known biomarkers.