In this paper, I review the recent emergence of three groups of data sources and assess some of the opportunities and challenges they pose for the understanding of cities, particularly in the context of the Regional Science and urban research agenda. These are data collected from mobile sensors carried by individuals, data derived from businesses moving their activity online and government data released in an open format. Although very different from each other, they are all becoming available as a side-effect since they were created with different purposes but their degree of popularity, pervasiveness and ease of access is turning them into interesting alternatives for researchers. Existing projects and initiatives that conform to each class are featured as illustrative examples of these new potential sources of knowledge. © 2013 Elsevier Ltd.