Record linkage is a valuable and efficient tool for connecting information from different data sources. The National Center for Health Statistics (NCHS) has linked its population-based health surveys with administrative data, including Medicare enrollment and claims records. However, the linked NCHS-Medicare files are subject to missing data; first, not all survey participants agree to record linkage, and second, Medicare claims data are only consistently available for beneficiaries enrolled in the Fee-for-Service (FFS) program, not in Medicare Advantage (MA) plans. In this research, we examine the usefulness of multiple imputation for handling missing data in linked National Health Interview Survey (NHIS)–Medicare files. The motivating example is a study of mammography status from 1999 to 2004 among women aged 65 years and older enrolled in the FFS program. In our example, mammography screening status and FFS/MA plan type are missing for NHIS survey participants who were not linkage eligible. Mammography status is also missing for linked participants in an MA plan. We explore three imputation approaches: (i) imputing screening status first, (ii) imputing FFS/MA plan type first, (iii) and imputing the two longitudinal processes simultaneously. We conduct simulation studies to evaluate these methods and compare them using the linked NHIS-Medicare files. The imputation procedures described in our paper would also be applicable to other public health–related research using linked data files with missing data issues arising from program characteristics (e.g., intermittent enrollment or data collection) reflected in administrative data and linkage eligibility by survey participants.