The paper starts from the observation that research on immigrants’ integration trajectories needs detailed information, both objective and attitudinal, and ideally longitudinal. This study uses the cases of Denmark and Sweden – whose registers produce detailed records about all natives’ and immigrants’ lives in their host countries – in order to, first, review existing research on immigrants and their integration and, second, discuss the way in which register data are used, their caveats and their potential. The study finds that, in Denmark and Sweden, registers provide systematic objective data which are fully available to researchers and have the potential to help in the collection of high-quality subjective data. However, the population registers have some traits which may impact on the representativeness of the samples. The authors argue that, if researchers are aware of the caveats, registers can be used to obtain representative samples of immigrants, and register data can be complemented with survey-based attitudinal data, thus opening up new research opportunities for testing propositions on integration theories.