The present paper aims to discuss how data from international large-scale assessments (ILSAs) can be utilized and combined, even with other existing data sources, in order to monitor educational outcomes and study the effectiveness of educational systems. We consider different purposes of linking data, namely, extending outcomes measures, analyzing differences over time or across cohorts, and supplementing context information. These linking strategies are illustrated by a non-exhaustive selection of studies that exploited ILSAs to investigate a wide range of educational topics. We conclude that the main contribution of ILSA to educational research lies in the ways they facilitate analyses of educational policy and policy-related issues at the institutional level by means of cross-country analyses. However, the scope of these studies also covers high-quality data on lower levels of the educational system.