The advent of large spectroscopic surveys of the Galaxy offers the possibility to compare Galactic models to actual measurements for the first time. I have developed a tool for the comprehensive comparison of any large data set to the predictions made by models of the Galaxy using sophisticated statistical methods, and to visualise the results for any given direction. This enables us to point out systematic differences between the model and the measurements, as well as to identify new (sub-)structures in the Galaxy. These results can then be used to improve the models, which in turn will allow us to find even more substructures like stellar streams, moving groups, or clusters. In this paper I show the potential of this tool by applying it to the RAdial Velocity Experiment (RAVE, Steinmetz 2003) and the Besançon model of the Galaxy Robin et al. 2003.