Urinary incontinence (UI) is very common and heterogeneous among women with limited knowledge of progression or prognosis. Evidence based on clinical epidemiology can help to better understand the natural history of UI. We examine the challenges of UI definition and its subtypes, its impact on quality of life and health-seeking behavior. We review the proposed pathophysiology of UI subtypes and known risk factors as they relate to our current knowledge of the disease state. Finally, we emphasize the role of epidemiology in the process of acquiring new insight, improving knowledge, and translating this information into clinical practice. Stress UI is most common overall, but mixed UI is most prevalent in older women. The three UI subtypes have some common risk factors, and others that are unique, but there remains a significant gap in our understanding of how they develop. Although the pathophysiology of stress UI is somewhat understood, urgency UI remains mostly idiopathic, whereas mixed UI is the least studied and most complex subtype. Moreover, there exists limited information on the progression of symptoms over time, and disproportionate UI health-seeking behavior. We identify areas of exploration (e.g., epigenetics, urinary microbiome), and offer new insights into a better understanding of the relationship among the UI subtypes and to develop an integrated construct of UI natural history. Future epidemiological strategies using longitudinal study designs could play a pivotal role in better elucidating the controversies in UI natural history and the pathophysiology of its subtypes leading to improved clinical care.