We provide sufficient conditions under which a utility function may be recovered from a finite choice experiment. Identification, as is commonly understood in decision theory, is not enough. We provide a general recoverability result that is widely applicable to modern theories of choice under uncertainty. Key is to allow for a monetary environment, in which an objective notion of monotonicity is meaningful. In such environments, we show that subjective expected utility, as well as variational preferences, and other parametrizations of utilities over uncertain acts are recoverable. We also consider utility recovery in a statistical model with noise and random deviations from utility maximization.