An anecdote is a brief story, often (auto)biographical and fairly interesting or unusual. Anecdotes illustrate particular aspects of a situation, sometimes going into great detail in the process. An example is the story of George Washington and the cherry tree.
 Anecdotal evidence
“”[Bloodletting] removes coma. Mr. Henry Clymer was suddenly relieved of this alarming symptom, in the fever of 1794, by the loss of twelve ounces of blood.
|—Benjamin Rush, A Defence of Blood-letting, as a Remedy for Certain Diseases|
In the world of pseudoscience, an anecdote is the equivalent of a peer reviewed, double-blind, repeatable scientific experiment with consistent results. In other words the true believers accept that just because something once seemed to work for someone — "Billy-Bob ate 3 pounds of apples a day for a year and his cancer disappeared" — then it will work for everyone, everywhere, every time. This sort of thing is termed anecdotal evidence (or, more pejoratively, anecdata) and whereas it is usually the starting point of a proper scientific investigation, it is all too often the ending point and every point of a pseudoscientific investigation. The use of anecdotal evidence to draw a conclusion is like using the NBA all-star teams to estimate the average height of Americans. Try that in an introductory statistics class and you will be rewarded with a big fat F.
Anecdotal evidence is often used in politics, journalism, blogs and many other contexts to make or imply generalisations based on very limited and cherry-picked examples, rather than reliable statistical studies. A classic instance was Ronald Reagan's story of a "welfare queen" who was abusing the system, who Reagan attempted to portray as indicative of the average welfare recipient. It turned out she didn't even exist, when some reporters finally decided to look for her.
Remember: the plural of "anecdote" is not "data."
While anecdotes — when true, at least — are nice illustrative stories, they do not constitute evidence. This is because anecdotes only ever apply to individuals or individual experiences and are subject to the biases that this brings with it. It is impossible to say that an individual anecdote is representative and it is also impossible to actually detect the real cause of the anecdote. For instance, with life-saving medical treatments (say, pills that reduce heart-disease and subsequently lower the death rate), there are some deaths that occur whether or not the medication was taken. Therefore, if someone who is on the medication dies, you cannot tell if they would have died anyway without it — you can't prove that the medical intervention worked, or not, from the one case study. While "case studies" exist within medicine that are essentially anecdotal, these are treated mostly as curiosities or communications between doctors, rather than hard evidence on par with real trials.
Selective reporting is the main factor that popularly disseminated anecdotes will be almost certainly unrepresentative. People will tend to only ever report the interesting or the unusual or the powerfully emotive events but never the mundane. After all, no one ever sold a newspaper where the front-page headline read "girl receives new vaccine; suffers zero complications and is now alive and well". Other factors which undermine anecdotes' credibility include misdiagnosis, spontaneous improvement, and regression to the mean.
 The power of anecdotes
Anecdotal evidence is not accepted as proper proof or scientific evidence for good reason, yet they still dominate people's thinking. This is because while facts and figures may be true, they are difficult for people to relate to. Anecdotes have convincing and strong narratives that resonate with people on a key individual level — someone telling an anecdote will lead the listener to think that it just could happen to them too. There are further biases at work. Anecdotes, even implausible ones, can contain a high level of detail. It is this detail that causes people to become involved in the story and to imagine it more clearly; a story about a young girl won't be nearly as widely spread and accepted as a story about a five year-old girl called Sally from Wisconsin who was cycling to school one day.
The biases at work in causing people to add disproportionate weight to anecdotes cause major problems during health scares. Particularly with vaccine hysteria where it is a case of hard, scientific and proven (yet dry and difficult to grasp) evidence versus strong narrative stories told by concerned parents. It is often advised in such circumstances that those on the side of science should also use their own anecdotes to take advantage of their persuasive power; e.g., instead of giving statistics of vaccination uptake dropping and illnesses increasing, tell — in great detail — stories about specific deaths that have occurred from vaccine preventable illnesses. Respectable scientists, however, may be against such manipulative tactics.
 Support in favor of anecdotal evidence
My grandma heeded anecdotal evidence and she lived to 106.
 See also
- Why Bogus Therapies Seem to Work, Barry Beyerstein
- Popular but Weird and Dangerous Cures, Paul Ingraham