Policy-makers in advanced welfare states have increasingly expressed concerns over large numbers of working-age people claiming social security support. Accordingly, policies aimed at reducing the level of “benefit dependency” have gained prominence. However, such policies rest on shaky empirical evidence. Systematic collections of national “caseload” data are rare, social security programmes overlap and administrative categories vary over time. The internationally inconsistent treatment of national transfer programmes provides a further challenge for cross-national comparisons. This article first identifies and discusses several of these problems, and ways in which they may be addressed. It then employs administrative claimant data from six European countries as a way of illustrating trends over time and across countries. The underlying aim is to explore the scientific potential of benefit recipient numbers as an indicator for welfare state change over time and across countries.