How can we search for new physics when we only vaguely know what it should look like? How can we perform an unbiased yet data-driven search? If we see apparantly anomalous events in our data, how can we quantify their "interestingness" a posteriori?
We present a new analysis strategy (Sleuth) that simultaneously addresses each of these questions, and we demonstrate its application to over thirty-two exclusive final states in data collected by DZero in Run I of the Fermilab Tevatron.