Big data and data science are transforming the world in ways that spawn new concerns for social scientists, such as the impacts of the internet on citizens and the media, the repercussions of smart cities, the possibilities of cyber-warfare and cyber-terrorism, the implications of precision medicine, and the consequences of artificial intelligence and automation. Along with these changes in society, powerful new data science methods support research using administrative, internet, textual, and sensor-audio-video data. Burgeoning data and innovative methods facilitate answering previously hard-to-tackle questions about society by offering new ways to form concepts from data, to do descriptive inference, to make causal inferences, and to generate predictions. They also pose challenges as social scientists must grasp the meaning of concepts and predictions generated by convoluted algorithms, weigh the relative value of prediction versus causal inference, and cope with ethical challenges as their methods, such as algorithms for mobilizing voters or determining bail, are adopted by policy makers.