This paper presents a case study of the challenges and requirements associated with harmonising data from two independently-conceived datasets from The Netherlands and the United Kingdom: the Longitudinal Aging Study Amsterdam (LASA) and the Nottingham Longitudinal Study of Activity and Ageing (NLSAA). The objectives were to create equivalent samples and variables, and to identify the methodological differences that affect the comparability of the samples. Data are available from the two studies' 1992-93 surveys for respondents born during 1908-20, and the common data set had 1,768 records and enabled the creation of 26 harmonised variables in the following domains: demographic composition and personal finances, physical health, mental health and loneliness, contacts with health services, physical activity, religious attendance and pet ownership. The ways in which the methodological differences between the two studies and their different selective attrition might lead to sample differences were carefully considered. It was concluded that the challenges of conducting cross-national comparative research using independent datasets include differences in sampling, study design, measurement instruments, response rates and selective attrition. To reach conclusions from any comparative study about substantive socio-cultural differences, these challenges must first be identified and addressed. © 2010 Cambridge University Press.