Cohorts are instrumental for epidemiologically oriented observational studies. Cohort studies usually observe large groups of individuals for a specific period of time to identify the contributing factors to a specific outcome (for instance an illness) and create associations between risk factors and the outcome under study. In collaborative projects, federated data facilities are meta-database systems that are distributed across multiple locations that permit to analyze, combine, or harmonize data from different sources making them suitable for mega- and meta-analyses. The harmonization of data can increase the statistical power of studies through maximization of sample size, allowing for additional refined statistical analyses, which ultimately lead to answer research questions that could not be addressed while using a single study. Indeed, harmonized data can be analyzed through mega-analysis of raw data or fixed effects meta-analysis. Other types of data might be analyzed by e.g., random-effects meta-analyses or Bayesian evidence synthesis. In this article, we describe some methodological aspects related to the construction of a federated facility to optimize analyses of multiple datasets, the impact of missing data, and some methods for handling missing data in cohort studies.