In this article, we explore the use of Facebook targeted advertisements for the collection of survey data. We illustrate the potential of survey sampling and recruitment on Facebook through the example of building a large employee--employer linked data set as part of The Shift Project. We describe the workflow process of targeting, creating, and purchasing survey recruitment advertisements on Facebook. We address concerns about sample selectivity and apply poststratification weighting techniques to adjust for differences between our sample and that of "gold standard" data sources. We then compare univariate and multivariate relationships in the Shift data against the Current Population Survey and the National Longitudinal Survey of Youth 1997. Finally, we provide an example of the utility of the firm-level nature of the data by showing how firm-level gender composition is related to wages. We conclude by discussing some important remaining limitations of the Facebook approach, as well as highlighting some unique strengths of the Facebook targeted advertisement approach, including the ability for rapid data collection in response to research opportunities, rich and flexible sample targeting capabilities, and low cost, and we suggest broader applications of this technique.