To the entity which holds the data.  This might be the investigators, the sponsor, and/or a regulator. Some entities which hold data (e.g. the GSK Study Register and EMA’s Clinical Data Publication website) may not require a request; you can download documents directly from the website, including clinical study reports.  This is in contrast to other entities (such as ClinicalStudyDataRequest.com) require a formal request and even a protocol. The relevant portal will tell you what to do.