The past 50 years have witnessed an increase in immigration to the Nordic countries from and beyond neighbouring countries in Europe. Diversity implies variations and differences in health status and health outcomes both within and across populations. Migrant health research has not been prioritized and health policies and practice, especially long-term national plans, often exclude migrants. In this article, we briefly trace the history, the groups, reasons for migration and the road to migrant health research in Norway, Sweden, Finland and Denmark. We discuss the case for data and research including needs, basis for data collection and the methodological challenges. We provide a brief snapshot of migrant health research, identify current gaps and discuss the implications for research. We recommend a regional Nordic strategy to promote intercountry exchange, sharing and learning. Finally, we reflect on the larger picture, implications for policy and practice that could enable societal conditions to reduce avoidable health inequalities.