The Nordic countries are Denmark, Finland, Iceland, Norway, and Sweden and comprise a total population of approximately 27 million. The countries provide unique opportunities for joint health registry-based research in large populations with long and complete follow-up, facilitated by shared features, such as the tax-funded and public health care systems, the similar population-based registries, and the personal identity number as unique identifier of all citizens. In this review, we provide an introduction to the health care systems, key registries, and how to navigate the practical and ethical aspects of setting up such studies. For each country, we provide an overview of population statistics and health care expenditures, and describe the operational and administrative organization of the health care system. The Nordic registries provide population-based, routine, and prospective data on individuals lives and health with virtually complete follow-up and exact censoring information. We briefly describe the total population registries, birth registries, patient registries, cancer registries, prescription registries, and causes of death registries with a focus on period of coverage, selected key variables, and potential limitations. Lastly, we discuss some practical and legal perspectives. The potential of joint research is not fully exploited, mainly due to legal and practical difficulties in, for example, cross-border sharing of data. Future tasks include clear and transparent legal pathways and a framework by which practical aspects are facilitated.