We introduce the concept of a disjoint partial difference family (DPDF) and an external partial difference family (EPDF), a natural generalisation of the much-studied structures of disjoint difference family (DDF), external difference family (EDF) and partial difference set (PDS). We establish properties and constructions, and indicate connections to other recently-studied combinatorial structures. We show how DPDFs and EPDFs may be formed from collections of PDSs, and also present cyclotomic methods yielding DPDFs and EPDFs whose component sets are not in general PDSs. As part of this, we develop a unified framework encompassing various known constructions for cyclotomic difference structures, which also yields new results on DDFs and EDFs.