Over the last 30 years, public investments in Canada and many other countries have created clinical and administrative health data repositories to support research on health and social services, population health and health policy. However, there is limited capacity to share and use data across jurisdictional boundaries, in part because of inefficient and cumbersome procedures to access these data and gain approval for their use in research. A lack of harmonization among variables and indicators makes it difficult to compare research among jurisdictions. These challenges affect the quality, scope, and impact of work that could be done. The purpose of this paper is to compare and contrast the data access procedures in three Canadian jurisdictions (Manitoba, Alberta and British Columbia), and to describe how we addressed the challenges presented by differences in data governance and architecture in a Canadian cross-jurisdictional research study. We characterize common stages in gaining access to administrative data among jurisdictions, including obtaining ethics approval, applying for data access from data custodians, and ensuring the extracted data is released to accredited individuals in secure data environments. We identify advantages of Manitoba's flexible 'stewardship' model over the more restrictive 'custodianship' model in British Columbia, and highlight the importance of communication between analysts in each jurisdiction to compensate for differences in coding variables and poor quality data. Researchers and system planners must have access to and be able to make effective use of administrative health data to ensure that Canadians continue to have access to high-quality health care and benefit from effective health policies. The considerable benefits of collaborative population-based research that spans jurisdictional borders have been recognized by the Canadian Institutes for Health Research in their recent call for the creation of a National Data Platform to resolve many of the issues in harmonization and validation of administrative data elements.