Different European nation-states use the most diverse statistical constructions of foreign origin or ethnic minority populations. Several countries traditionally even shun from producing such data. This makes international comparison a very difficult endeavour. Anyone wanting to perform comparative research on immigrants or (immigrant origin) ethnic minorities in Europe is unavoidably confronted with the most diverse types of national statistical data and has to opt for ad hoc solutions. Attempts at international comparison can thus be very tricky due to data characteristics. It is important that researchers are aware of these problems and do not simply accept data (especially in comparisons) at face value. In this article we embark on a comparative explorative study of the way in which immigrant background and immigration related ethnicity is taken stock of by national statistical institutes in a set of European nation-states.