Scales, sets of discrete pitches used to generate melodies, are thought to be one of the most universal features of music. Despite this, we know relatively little about how cross-cultural diversity, or how scales have evolved. We remedy this, in part, we assemble a cross-cultural database of empirical scale data, collected over the past century by various ethnomusicologists. We provide statistical analyses to highlight that certain intervals (e.g., the octave) are used frequently across cultures. Despite some diversity among scales, it is the similarities across societies which are most striking. Most scales are found close to equidistant 5- and 7-note scales; for 7-note scales this accounts for less than 1% of all possible scales. In addition to providing these data and statistical analyses, we review how they may be used to explore the causes for convergent evolution in scales.