This chapter presents about data and statistical models that try to explain data. It also presents an appetizer to give the flavor of the large meal to come. The chapter discusses models that fit smooth curves and surfaces, generalized additive models, models that fit tree structures by successive splitting, and models fit by arbitrary nonlinear regression or optimization. The structural form of models is defined by simple, general formulas; Many kinds of data for use in model-fitting can be organized by data frames and related classes of objects; Different kinds of models can be fitted by similar calls, typically specifying the formula and data. It also includes the objects containing the fits can then be used by generic functions for printing, summaries, plotting, and other computations, including fitting updated models.