In the software engineering field different methodologies have been provided to support developers in their work. However, the development of systems proposes complex and different scenarios nowadays, and existing methodologies can hardly meet the requirements of all existing scenarios. This problem can be solved applying the Situational Method Engineering (SME) approach, which enables to build appropriate methodologies by composing “fragments” of existing ones. This approach has also the valuable advantage of reusing models, solutions and tools of existing and tested methodologies. In this paper, we focus on Agent Oriented Software Engineering (AOSE) and its application by using the Situational Method Engineering approach. We show that this approach can be applied following different directions, and in particular: entity-driven, metamodel-driven, and characteristic-driven. To concretely show these directions, we present three examples of methodologies for developing agent systems, all constructed composing methodology fragments to meet the scenario requirements.