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Background: Canada has a publicly-funded universal health care system with unique information systems managed by 13 different provinces and territories. This context creates inconsistencies in data collection and challenges for research or surveillance conducted at the national or multi-jurisdictional level. Objective: Using a recent five-province research project as a case study, we document the strengths and challenges of using Canadian administrative health data in a multi-jurisdictional context. We discuss the implications of using different health information systems and the solutions we adopted to deal with variations. Our goal is to contribute to better understanding of these challenges and the development of a more integrated and harmonized approach to conducting multi-jurisdictional research in Canada. Context and Model: In 2015, the Graham Boeckh Foundation, in collaboration with the Canadian Alliance on Mental Illness and Mental Health, initiated a project to create and report on a small number of mental health and addiction services performance indicators that could be compared across Canadian provinces. A team of scientists from five provinces developed the measures and implemented them using data from five separate provincial health care data systems. We document the research process, challenges, solutions and successes. Finally, we conclude by making recommendations for investment in national infrastructure that could help cut costs, broaden scope, and increase use of the rich resource of administrative health data that exists in Canada. Conclusion: Canada has an incredible wealth of administrative data that resides in 13 territorial and provincial government systems. Navigating access and improving comparability across these systems has been an ongoing challenge for the past 20 years, but progress is being made. We believe that with some investment, a more harmonized and integrated information network could be developed that supports a broad range of surveillance and research activities with strong policy and program implications.