Spin-orbit interactions have emerged as a crucial component to realizing novel phenomena in systems such as topological insulators and transition metal dichalcogenides. Here I will discuss how spin-orbit interactions can likewise be employed as a new "knob" for controlling the properties of quantum materials with strong electron-electron correlations. In particular, I will describe our studies of the family of perovskite iridates, where the electronic and magnetic properties are determined by the iridium 5d orbitals which possess both sizable spin-orbit interactions as well as on-site Coulomb repulsion. Through a combination of oxide molecular beam epitaxy and angle-resolved photoemission spectroscopy, we explore how the electronic structure and properties of the iridates are controlled by the interplay of dimensionality, spin-orbit interactions, and electron correlations.