The current data revolution is changing the conduct of social science research as increasing amounts of digital and administrative data become accessible for use. This new data landscape has created significant tension around data privacy and confidentiality. The risk-utility theory and models underpinning statistical disclosure limitation may be too restrictive for providing data confidentially with the growing volumes and varieties of data and the evolving privacy policies. Science and society need to move to a trust-based approach where both researchers and participants benefit. This paper discusses the explosive growth of the new data sources and the parallel evolution of privacy policy and governance, with a focus on access to data for research. A history of privacy policy, statistical disclosure limitation research, and record linkage in the context of this “brave new world” of data is provided.