The very expertise with which psychologists wield their tools for achieving laboratory control may have had the unwelcome effect of blinding psychologists to the possibilities of discovering principles of behavior without conducting experiments. When creatively interrogated, a diverse range of large, real-world data sets provides powerful diagnostic tools for revealing principles of human judgment, perception, categorization, decision-making, language use, inference, problem solving, and representation. Examples of these data sets include patterns of website links, dictionaries, logs of group interactions, collections of images and image tags, text corpora, history of financial transactions, trends in twitter tag usage and propagation, patents, consumer product sales, performance in high-stakes sporting events, dialect maps, and scientific citations. The goal of this issue is to present some exemplary case studies of mining naturally existing data sets to reveal important principles and phenomena in cognitive science, and to discuss some of the underlying issues involved with conducting traditional experiments, analyses of naturally occurring data, computational modeling, and the synthesis of all three methods.