Health and social care organizations routinely collect huge amounts of data, which are a potentially useful resource for researchers who wish to study clinical issues ‘in vivo’. This chapter describes the types of research that typically use these data in mental healthcare, with a focus on surveillance, case register, and ‘big data’ approaches. To start, the chapter illustrates the importance of surveillance in the study of mental health, with a focus on using clinical surveillance to study patterns of rare psychiatric disorders and events. It then summarizes the contributions of psychiatric case registers to descriptive, analytical, and trial study designs. Finally, it reviews how digitized health and social information are being linked and analysed using big data techniques. Throughout, the chapter outlines the strengths and weaknesses of these epidemiological approaches, and provides practical guidance on how researchers may address the methodological and governance challenges that these clinical data sources present.