Connectivity between and within places is one of the cornerstones of geography. However, the data and methodologies used to capture connectivity are limited due to the difficulty in gathering and analysing detailed observations in time and space. Mobile phone data potentially offer a rich and unprecedented source of data, which is exhaustive in time and space following movements and communication activities of individuals. This approach to study the connectivity patterns of societies is still rather unexplored in economic geography. However, a substantial body of work in related fields provides methodological and theoretical foundations, which warrant an in-depth review to make it applicable in economic geography. This paper reviews and discusses the state-of-the-art in the analysis of mobile phone and positioning data, with a focus on call detail records. It identifies methodological challenges, elaborates on key findings for geography, and provides an outline for future research on the geography of connectivity.