Modern online services like social media and content sharing platforms almost always have more content than what a single user can consume. Therefore, they often have to select a subset of content that is shown to each user. To perform this selection, personalization has emerged as a nearly ubiquitous solution, where users are presented only the content that the platform considers most relevant to them. This mechanism can lead to users having varied and unique experiences, focused on content that they find interesting. Personalization is also a useful tool to demote content that might be low quality, or to introduce users to novel content. However, despite increasing engagement, there are concerns that it can lead to adverse user impacts for certain domains of content. Within these domains, judging relevance can harm users by excluding them from potentially life-changing opportunities, such as those for jobs and housing. It can also lead to inclusion of problematic content into users' experiences, such as misinformation and deceptive offers.In this dissertation, I focus on the harms of personalization. I use targeted advertising as a case study of personalization and measure the adverse effects it could have on users.I focus specifically on Facebook's advertising system, the second largest, and one of the most feature-rich advertising platforms in the world. First, I build a series of algorithm auditing methods to isolate the influence of personalization with only black box access to the advertising platform. Second, I employ these methods to measure adverse user outcomes in multiple ad domains: jobs, housing, political campaigns, and problematic ads, as judged by users.Advertising relies heavily on personalization to identify the users who an ad is relevant to.However, unlike other systems, it allows the advertisers to specify an explicit target audience.I leverage this targeting mechanism to design experimental methods that isolate the role of personalization specifically, and control for variance in audience and market competition.Advertising platforms also frequently provide explanations to the users about why an ad was shown to them. I exploit these explanations to measure the impact of personalization in 2 observational data collected from real users.In a series of large scale measurements, I first identify gender and racial disparities in job and housing ads due to personalization, even when the advertiser targets broadly. Second, for election campaign ads, I find evidence of personalization along users' political leaning as well as price differentiation, which potentially limits a candidate's ability to reach non-aligned voters. Third, I investigate individual user experiences of problematic ads, finding that ads considered clickbait and scam by users deliver primarily to a minority of users, who have disparately high exposure to such content. Together, these measurements quantify the extent to which personalization-independent of the advertiser's intent-produces harmful outcomes for users.Through a detai...