Sampling distributions are central to understanding statistical inference, yet they are one of the most difficult concepts for introductory statistics students. Although hands-on teaching methods are preferred, finding the right balance between theory and practical experience has not been easy. Simulation activities have not always captured the research situations that statisticians work with. This paper describes a method developed by the author to teach sampling distributions using a collaborative learning simulation based on political polling. Anecdotally, students found the polling scenario easy to understand, interesting, and enjoyable, and they were able to explain the meaning of sample results and inferences about the population. Sample examination questions are included, with examples of students' responses that suggest that the method helped them to understand sampling error and its role in statistical inference.