Denmark is regularly portrayed in international science journals as ‘the epidemiologist’s dream’: a country where health data on all citizens can be combined with e.g. information about social or financial position, kinship ties, school performance data as well as tissue samples. Moreover, it can all be done without the informed consent of the individual. This chapter describes the practices in Denmark involved in what I call ‘intensified data sourcing’. I define intensified data sourcing as attempts at getting more data, of better quality, on more people – and I point out how intensified data sourcing has emerged as a new way of running the health services. My key point with this chapter is that though research uses of health data receive the most attention, research is not necessarily the main purpose with intensified data sourcing. Nevertheless, ethical debates tend to focus on research and thereby neglect an adequate understanding of the everyday practices of data sourcing and the many competing purposes it serves. Furthermore, I point out how ethical debates often focus on the rights of the individual, though data sourcing operates at the level of the population, and when attending to individual rights there is an unfortunate tendency to conjure concerns about privacy with rights of autonomy. We need new modes of ethical reasoning that take point of departure in an understanding of actual data practices. Since Denmark is in many ways at the forefront of intensified data sourcing, it is a good place from which to begin rethinking the policy challenges associated with intensified data sourcing at both national and European levels.