Data science collaboration is problematic when access to operational data or models from outside the data-holding organisation is prohibited, for a variety of legal, security, ethical, or practical reasons. There are significant data privacy challenges when performing collaborative data science work against such restricted data. In this paper we describe a range of causes and risks associated with restricted data along with the social, environmental, data, and cryptographic measures that may be used to mitigate such issues. We then show how these are generally inadequate for restricted data contexts and introduce the 'Data Airlock' - secure infrastructure that facilitates 'eyes-off' data science workloads. After describing our use-case we detail the architecture and implementation of a first, single-organisation version of the Data Airlock infrastructure. We conclude with outcomes and learning from this implementation, and outline requirements for a second, federated version.