We did not design the experiment, and we cannot re-run the experiment. Not only that, we can only observe the universe from one direction, and at a specific time. Since all astronomical objects are time-variable, all observations are unique and are potentially irreproducable. In a sense, observational astronomy and astrophysics is a detective show wherein the objective is to determine not only the modus operandi , but also to deduce the nature of the crime. Fortunately, we have lots of clues.
Modern astronomy is a multi-wavelength endeavor.
Astronomical objects emit radiation at all wavelengths. An observational astronomer must be proficient at planning and undertaking observations at many frequencies, from X-rays through radio, and must be proficient at reducing and analyzing these data. Astronomers are generalists, not only in regard to wavelengths, but also in regard to objects. Today astronomy suffers from a glut of data. NASA maintains a public archive of all the data obtained on NASA spacecraft.