Traditionally, medical research is based on randomized controlled trials (RCTs) for interventions such as drugs and operative procedures. However, increasingly, there is a need for health research to evolve. RCTs are expensive to run, are generally formulated with a single research question in mind, and analyze a limited dataset for a restricted period. Progressively, health decision makers are focusing on real-world data (RWD) to deliver large-scale longitudinal insights that are actionable. RWD are collected as part of routine care in real time using digital health infrastructure. For example, understanding the effectiveness of an intervention could be enhanced by combining evidence from RCTs with RWD, providing insights into long-term outcomes in real-life situations. Clinicians and researchers struggle in the digital era to harness RWD for digital health research in an efficient and ethically and morally appropriate manner. This struggle encompasses challenges such as ensuring data quality, integrating diverse sources, establishing governance policies, ensuring regulatory compliance, developing analytical capabilities, and translating insights into actionable strategies. The same way that drug trials require infrastructure to support their conduct, digital health also necessitates new and disruptive research data infrastructure. Novel methods such as common data models, federated learning, and synthetic data generation are emerging to enhance the utility of research using RWD, which are often siloed across health systems. A continued focus on data privacy and ethical compliance remains. The past 25 years have seen a notable shift from an emphasis on RCTs as the only source of practice-guiding clinical evidence to the inclusion of modern-day methods harnessing RWD. This paper describes the evolution of synthetic data, common data models, and federated learning supported by strong cross-sector collaboration to support digital health research. Lessons learned are offered as a model for other jurisdictions with similar RWD infrastructure requirements.