Lead sling bullets are often inscribed with the personal names of military commanders of a unit of slingers. Archaeological sites that have yielded such projectiles provide an opportunity to link the names attested with historical figures known from literary sources. A classic example presents the city of Olynthus that was besieged and taken through treachery by the troops of Philip II of Macedon in 348 BC. Irrefutable evidence of this is provided by the hundreds of sling bullets bearing his name, along with those of several commanders from his army, such as Hipponikos, Potalos, Kleoboulos and Anaxandros. The present article evaluates the significance of inscribed sling bullets as a basic source in reconstructing historical events related to the Macedonian expansion in Thrace during the reign of Philip II. Through the discussion of a number of examples from Thrace, Macedonia and Northern Aegean, including previously unpublished finds, I argue that these objects can serve as a reliable marker of Macedonian mobility abroad. As a major source on the subject I further analyze the primary data generated as a result of the recent archaeological excavations of the Thracian fortified complex near Kozi Gramadi, located in south central Bulgaria. On a broader level, the present survey aims to reinforce the value of sling bullets as a necessary object of study which on account of their multi-layered nature should invite the application of an integrated approach towards antiquity by combining data from archaeology, history and epigraphy.