While the equilibrium properties, states, and phase transitions of interacting systems are well described by statistical mechanics, the lack of suitable state parameters has hindered the understanding of non-equilibrium phenomena in divers settings, from glasses to driven systems to biology. Here we introduce a simple idea enabling the quantification of organization in non-equilibrium and equilibrium systems, even when the form of order is unknown. The length of a losslessly compressed data file is a direct measure of its information content. Here we use data compression to study several out-of-equilibrium systems, and show that it both identifies ordering and reveals critical behavior in dynamical phase transitions. Our technique should provide a quantitative measure of organization in systems ranging from condensed matter systems in and out of equilibrium, to cosmology, biology and possibly economic and social systems.