Power Query

Removed in 2016
Added in Excel 2010 and originally called Data Explorer this enhances self-service business intelligence for discovering, combining and refining data from multiple sources.

Data Tab in 2016

In 2016 this functionality was included in Excel.
Two new "Get External Data" and "Get & Transform" groups were added.

In the 2017 March update this group was renamed to Get & Transform Data group.
From Access - Imports data from an Access database and displays the "Select Data Source" dialog box.
From Web - Displays the "New Web Query" dialog box.
From Text - Displays the "Import Text File" dialog box.
From Other Sources - Drop-Down. Lets you import data from a variety of other places as well. The drop-down includes the following commands: SQL Server, Analysis Services, Windows Azure Marketplace (Added in 2013), OData Data Feed (Added in 2013), XML Data Import, Data Connection Wizard and Microsoft Query.
Existing Connections - Displays the Existing Connections dialog box.

In the 2017 March update this group was integrated into the new Get & Transform Data group.
New Query - (Added in 2016). Drop-Down. Discover, connect and combine data from multiple sources. The drop-down includes the commands: From File, From Database, From Azure, From Other Sources, Combine Queries, Data Catalog Search, My Data Catalog Queries, Data Source Settings and Query Options.
Show Queries - (Added in 2016). View the list of queries in this workbook.
From Table - (Added in 2016). Create a new query linked to the selected table. If the selected range is not part of a table, it will be converted into a table.
Recent Sources - (Added in 2016). Manage and connect to recent sources.

In 2017 the "Connections" group on the Data tab was renamed to Queries & Connections.
In 2017 the "From Text/CSV" connector was improved.
In 2020 the Facebook connector was removed