Linked Open Data (LOD) technology is rapidly leaving research labs and entering mainstream development. Cultural institutions have been playing a pivotal role in fostering the LOD initiative by building a rich landscape of projects in the domain of digital heritage. However, the potential of applying LOD technology to cultural data and its practical uses for integrating, sharing, and reusing heterogeneous data from multiple sources are not yet fully explored. This talk will provide an overview of principles and methods of LOD and will discuss advantages as well as challenges of adopting a linked data approach to cultural data. The development of Linked Jazz, a LOD project centered on jazz history digital archives, will provide the real-world scenario to ground the discussion.