Constructing local hidden variable (LHV) models for entangled quantum states is a fundamental problem, with implications for the foundations of quantum theory and for quantum information processing. It is, however, a challenging problem, as the model should reproduce quantum predictions for all possible local measurements. Here we present a simple method for building LHV models, applicable to any entangled state and considering continuous sets of measurements. This leads to a sequence of tests which, in the limit, fully captures the set of quantum states admitting a LHV model. Similar methods are developed for local hidden state models. We illustrate the practical relevance of these methods with several examples.