Understanding dementia and cognitive impairment is a global effort needing data from multiple sources across diverse ethno-regional groups. Methodological heterogeneity means that these data often require harmonization to make them comparable before analysis. We discuss the benefits and challenges of harmonization, both retrospective and prospective, broadly and with a focus on data types that require particular sorts of approaches, including neuropsychological test scores and neuroimaging data. Throughout our discussion, we illustrate general principles and give examples of specific approaches in the context of contemporary research in dementia and cognitive impairment from around the world.