SHARE (Survey on Health, Ageing, and Retirement in Europe) provides comprehensive data to study the effects of social, health, economic, and environmental policies on the lives of individuals aged 50 and over in Europe. We show how SHARE can be used to analyse the effects of retirement on various aspects of individual well-being, including cognitive abilities, familiarity with digital technologies, and financial hardship. We illustrate how retrospective SHARE data can help evaluate the long-term effects of early-life circumstances, such as access to education and childhood family conditions, on lifetime earnings, and the impact of maternity leave policies on job interruptions over the life course. Lastly, the paper discusses how SHARE data collected during the pandemic have been used to assess the economic impact of COVID-19, with a focus on age-related inequalities. Through these diverse applications, SHARE data offer valuable insights into the complex dynamics of ageing, health, and economic well-being.