The present article provides a synthesis of the conceptual and statistical issues involved in using multisite randomized trials to learn about and from a distribution of heterogeneous program impacts across individuals and/or program sites. Learning about such a distribution involves estimating its mean value, detecting and quantifying its variation, and estimating site-specific impacts. Learning from such a distribution involves studying the factors that predict or explain impact variation. Part I of the article introduces the concepts and issues involved. Part II focuses on estimating the mean and variation of impacts of program assignment. Part III extends the discussion to variation in the impacts of program participation. Part IV considers how to use multisite trials to study moderators of program impacts (individual-level or site-level factors that influence these impacts) and mediators of program impacts (individual-level or site-level “mechanisms” that produce these impacts).