State longitudinal data systems (SLDSs) have created more opportunities than ever before for rigorous research to influence education policy decisions. As state practitioners who play central roles in building and using our states' longitudinal data systems, we are excited about their promise for supporting policymaking and research. Yet, we also recognize that the data in SLDSs will not answer many of our most pressing research questions, nor will the presence of these systems create the meaningful collaboration between researchers and practitioners that we feel is needed to inform our states' policy landscapes. The barriers to the kinds of research we need are mostly unrelated to the promises of SLDSs. We outline the challenges we have experienced in developing research agendas, building our internal capacity for research, and working with external partners, and we identify the research questions we need to answer that are not easily addressed with SLDS data.