The Nordic countries are renowned for their unique administrative register data that include various aspects of an individual’s labour market activities. However, studies of government-led help packages and their effects during the coronavirus crisis in Denmark reveal that the labour market statistics used by government and academics have several blind spots when it comes to some of the most vulnerable groups in the labour market. There are strong signs that we underestimate the scope and depth of atypical work and even lack reliable data. We argue in this piece that the coronavirus crisis is an important lesson for labour market sociology that calls for methodological development.