Modern data linkage and technologies provide a way to reconstruct detailed longitudinal profiles of health outcomes and predictors at the individual or small-area level. Although these rich data resources offer the possibility to address epidemiologic questions that could not be feasibly examined using traditional studies, they require innovative analytical approaches. Here we present a new study design, called case time series, for epidemiologic investigations of transient health risks associated with time-varying exposures. This design combines a longitudinal structure and flexible control of time-varying confounders, typical of aggregated time series, with individual-level analysis and control-by-design of time-invariant between-subject differences, typical of self-matched methods such as case-crossover and self-controlled case series. The modeling framework is highly adaptable to various outcome and exposure definitions, and it is based on efficient estimation and computational methods that make it suitable for the analysis of highly informative longitudinal data resources. We assess the methodology in a simulation study that demonstrates its validity under defined assumptions in a wide range of data settings. We then illustrate the design in real-data examples: a first case study replicates an analysis on influenza infections and the risk of myocardial infarction using linked clinical datasets, while a second case study assesses the association between environmental exposures and respiratory symptoms using real-time measurements from a smartphone study. The case time series design represents a general and flexible tool, applicable in different epidemiologic areas for investigating transient associations with environmental factors, clinical conditions, or medications.