Many applications process data in which there exists a “conservation law” between related quantities. For example, in traffic monitoring, every incoming event, such as a packet's entering a router or a car's entering an intersection, should ideally have an immediate outgoing counterpart. We propose a new class of constraints—Conservation Rules—that express the semantics and characterize the data quality of such applications. We give confidence metrics that quantify how strongly a conservation rule holds and present approximation algorithms (with error guarantees) for the problem of discovering a concise summary of subsets of the data that satisfy a given conservation rule. Using real data, we demonstrate the utility of conservation rules and we show order-of-magnitude performance improvements of our discovery algorithms over naive approaches.