Except for spontaneous reporting systems, vaccine safety monitoring generally involves pre-specifying health outcomes and post-vaccination risk windows of concern. Instead, we used tree-based data-mining to look more broadly for possible adverse events after Pfizer-BioNTech, Moderna, and Janssen COVID-19 vaccination. Vaccine Safety Datalink enrollees receiving ≥1 dose of COVID-19 vaccine in 2020-2021 were followed for 70 days after Pfizer-BioNTech or Moderna and 56 days after Janssen vaccination. Incident diagnoses in inpatient or emergency department settings were analyzed for clustering within both the hierarchical ICD-10-CM code structure and the post-vaccination follow-up period. We used the self-controlled tree-temporal scan statistic and TreeScan software. Monte Carlo simulation was used to estimate p-values; p = 0.01 was the pre-specified cut-off for statistical significance of a cluster. There were 4.1, 2.6, and 0.4 million Pfizer-BioNTech, Moderna, and Janssen vaccinees, respectively. Clusters after Pfizer-BioNTech vaccination included: (1) unspecified adverse effects, (2) common vaccine reactions, such as fever, myalgia, and headache, (3) myocarditis/pericarditis, and (4) less specific cardiac or respiratory symptoms, all with the strongest clusters generally after Dose 2; and (5) COVID-19/viral pneumonia/sepsis/respiratory failure in the first 3 weeks after Dose 1. Moderna results were similar but without a significant myocarditis/pericarditis cluster. Further investigation suggested the fifth signal group was a manifestation of mRNA vaccine effectiveness after the first 3 weeks. Janssen vaccinees had clusters of unspecified or common vaccine reactions, gait/mobility abnormalities, and muscle weakness. The latter two were deemed to have arisen from confounding related to practices at one site. We detected post-vaccination clusters of unspecified adverse effects, common vaccine reactions, and, for the mRNA vaccines, chest pain and palpitations, as well as myocarditis/pericarditis after Pfizer-BioNTech Dose 2. Unique advantages of this data mining are its untargeted nature and its inherent adjustment for the multiplicity of diagnoses and risk intervals scanned.