This chapter introduces the concept of data threads, used them to follow the material and discursive construction of infant mortality data in Toronto, and explores theoretical positions that underlie them. It illustrates the data threads approach through a story of infant mortality statistics. The chapter compares data threads to data journeys in terms of materiality and spatiality. As data are translated and put to work in various settings, the chapter suggests that Star and Lampland risk becoming further disentangled from the phenomena they are intended to represent. It concludes by reflecting briefly on the ethical and political work that data threads perform in revealing the invisibilities of infrastructure. Data threads promise a way to draw attention to the bracketing-off of the materiality and material practices that bring about data, as well as the discursive and ideological regimes that allow them to take form.