Large-scale population surveys have been an important source of data for the study of migration, and in many countries provide the only widely accessible data on migrants’ characteristics and outcomes after they arrive. For immigration policymakers, however, official survey data have some important limitations. Nonresponse to surveys is particularly likely to affect newly arrived migrants, biasing analysis toward more settled populations who have different characteristics (e.g., different fiscal costs), and hindering analysis of how integration outcomes evolve after arrival. Survey data are not well suited to capturing the dynamics of a mobile population, particularly among groups of migrants who spend substantial periods outside the country. And perhaps most importantly, official survey data usually identify migrants by country of birth and nationality (and sometimes self-reported reason for migration) but rarely include information on a person’s legal status either at arrival or at the time of data collection. This significantly limits the possibilities for evaluating policy and the impacts of policy changes: the characteristics of migrants coming for different reasons can vary enormously, so policymakers should be cautious about assuming that aggregate evidence on migrants or migration will be relevant to the specific routes on which they are taking decisions. This article illustrates some of these problems in practice showing how official survey data in the United Kingdom have been unable to answer one of the key questions facing the government, namely how many and which EU citizens need to apply to secure their residence rights after Brexit.