In 1916 Robert Frost published his famous poem, "The Road Not Taken," in which he muses about what might have been had he chosen a different path, made a different choice. While counterfactual arguments in general can often lead to vacuous nowheres, frequently in statistics the data that are not presented actually exist, in a sense, explicitly or implicitly, out of sight. One has to be clever enough, however, to invoke the missing data. There has always been a tension between what theory predicts and what the experimental outcomes, i.e. the data, show. The English language, while good for poetry and diplomacy, is sloppy when it comes to science. The phrase "in theory…" usually implies that "…" is wrong. Americans are suspicious of theory and believe data verification is essential. After considering "theory" vs. experiment, this article discusses some examples of data not recorded.