A brief overview of the design of the Women's Health Initiative (WHI) clinical trial and observational study is provided along with a summary of results from the postmenopausal hormone therapy clinical trial components. Since its inception in 1992, the WHI has encountered a number of statistical issues where further methodology developments are needed. These include measurement error modeling and analysis procedures for dietary and physical activity assessment; clinical trial monitoring methods when treatments may affect multiple clinical outcomes, either beneficially or adversely; study design and analysis procedures for high-dimensional genomic and proteomic data; and failure time data analysis procedures when treatment group hazard ratios are time dependent. This final topic seems important in resolving the discrepancy between WHI clinical trial and observational study results on postmenopausal hormone therapy and cardiovascular disease.