While the ability to link survey data to government records can be extremely valuable to researchers, there are limits on the applicability of the government records to some types of research. However, there are additional sources of external records about survey respondents that may have some value if they were to be linked to the survey data and some of the largest databases of such records are kept as consumer file data by market research companies. In many cases, these are very detailed individual-level records that might have great value for survey researchers. This chapter discusses these databases and some of the potential benefits and drawbacks of using them to augment survey data collection.