Data availability has long been a challenge for scholars of authoritarian politics. However, the promotion of open government data—through voluntary initiatives such as the Open Government Partnership and soft conditionalities tied to foreign aid—has motivated many of the world’s more closed regimes to produce and publish fine-grained data on public goods provision, taxation, and more. While this has been a boon to scholars of autocracies, we argue that the politics of data production and dissemination in these countries create new challenges. Systematically missing or biased data may jeopardize research integrity and lead to false inferences. We provide evidence of such risks from Tanzania. The example also shows how data manipulation fits into the broader set of strategies that authoritarian leaders use to legitimate and prolong their rule. Comparing data released to the public on local tax revenues with verified internal figures, we find that the public data appear to significantly underestimate opposition performance. This can bias studies on local government capacity and risk parroting the party line in data form. We conclude by providing a framework that researchers can use to anticipate and detect manipulation in newly available data.