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Summary Defining cell types requires integrating diverse measurements from multiple experiments and biological contexts. Recent technological developments in single-cell analysis have enabled high-throughput profiling of gene expression, epigenetic regulation, and spatial relationships amongst cells in complex tissues, but computational approaches that deliver a sensitive and specific joint analysis of these datasets are lacking. We developed LIGER, an algorithm that delineates shared and dataset-specific features of cell identity, allowing flexible modeling of highly heterogeneous single-cell datasets. We demonstrated its broad utility by applying it to four diverse and challenging analyses of human and mouse brain cells. First, we defined both cell-type-specific and sexually dimorphic gene expression in the mouse bed nucleus of the stria terminalis, an anatomically complex brain region that plays important roles in sex-specific behaviors. Second, we analyzed gene expression in the substantia nigra of seven postmortem human subjects, comparing cell states in specific donors, and relating cell types to those in the mouse. Third, we jointly leveraged in situ gene expression and scRNA-seq data to spatially locate fine subtypes of cells present in the mouse frontal cortex. Finally, we integrated mouse cortical scRNA-seq profiles with single-cell DNA methylation signatures, revealing mechanisms of cell-type-specific gene regulation. Integrative analyses using the LIGER algorithm promise to accelerate single-cell investigations of cell-type definition, gene regulation, and disease states.