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Although ubiquitous in modern vehicles, Controller Area Networks (CANs) lack basic security properties and are easily exploitable. A rapidly growing field of CAN security research has emerged that seeks to detect intrusions on CANs. Producing vehicular CAN data with a variety of intrusions is out of reach for most researchers as it requires expensive assets and expertise. To assist researchers, we present the first comprehensive guide to the existing open CAN intrusion datasets, including a quality analysis of each dataset and an enumeration of each's benefits, drawbacks, and suggested use case. Current public CAN IDS datasets are limited to real fabrication (simple message injection) attacks and simulated attacks often in synthetic data, which lack fidelity. In general, the physical effects of attacks on the vehicle are not verified in the available datasets. Only one dataset provides signal-translated data but not a corresponding raw binary version. Overall, the available data pigeon-holes CAN IDS works into testing on limited, often inappropriate data (usually with attacks that are too easily detectable to truly test the method), and this lack data has stymied comparability and reproducibility of results. As our primary contribution, we present the ROAD (Real ORNL Automotive Dynamometer) CAN Intrusion Dataset, consisting of over 3.5 hours of one vehicle's CAN data. ROAD contains ambient data recorded during a diverse set of activities, and attacks of increasing stealth with multiple variants and instances of real fuzzing, fabrication, and unique advanced attacks, as well as simulated masquerade attacks. To facilitate benchmarking CAN IDS methods that require signal-translated inputs, we also provide the signal time series format for many of the CAN captures. Our contributions aim to facilitate appropriate benchmarking and needed comparability in the CAN IDS field.