Assuming access to synchronized stream of Phasor Measurement Unit (PMU) data over a significant portion of a power system interconnect, say controlled by an Independent System Operator (ISO), what can you extract about past, current and future state of the system? We have focused on answering this practical questions pragmatically - empowered with nothing but standard tools of data analysis, such as PCA, filtering and cross-correlation analysis. Quite surprisingly we have found that even during the quiet "no significant events" period this standard set of statistical tools allows the "phasor-detective" to extract from the data important hidden anomalies, such as problematic control loops at loads and wind farms, and mildly malfunctioning assets, such as transformers and generators. We also discuss and sketch future challenges a mature phasor-detective can possibly tackle by adding machine learning and physics modeling sophistication to the basic approach.