In recent years, there has been increasing interest in using administrative data collected by state child welfare agencies as a source of information for research and evaluation. The challenges of obtaining access to and using these data, however, have not been well documented. This study describes the processes used to access child welfare records in six different states and the approach to combining and using the information gathered to evaluate the impact of the Early Head Start program on children’s involvement with the child welfare system from birth through age eleven. We provide “lessons learned” for researchers who are attempting to use this information, including being prepared for long delays in access to information, the need for deep understanding of how child welfare agencies record and code information, and for considerable data management work for translating agency records into analysis-ready datasets. While accessing and using this information is not easy, and the data have a number of limitations, we suggest that the benefits can outweigh the challenges and that these records can be a useful source of information for policy-relevant child welfare research.