To date, there has not been a study using a large, nationally representative group of patients with serious illness who are at risk for hospice use and who are followed forward in time to understand the determinants of hospice use. In this paper, we outline the development of a large new cohort of 1,221,153 Medicare beneficiaries newly diagnosed with 1 of 13 serious conditions in 1993, a cohort that can be used to study end-of-life care in the United States. In describing our methods, we illustrate the possible utility of Medicare claims for end-of-life research. The members of our cohort are followed forward for hospice and other health care use through December 1997, and for mortality through June 1999. Medicare claims data on their inpatient and outpatient hospital use is also collected. Based on the ZIP Codes and counties in which cohort members lived, we were also able to characterize the health care markets of cohort members, as well as obtain other socioeconomic information about them. Information about cohort member's health care providers is also available. Detailed health information about cohort members' spouses was also collected. We conclude by highlighting the types of analyses that can be conducted in this data set.