On episode two of TNG and the movie First Contact Data states that in the area of sexuality he is "fully functional." Does that mean he has genitals? In episode 13 Lore said that Data was built first. When they find Lore's parts I see no sign of genitals. Did Soong not add them on Lore or does Data not have them either?
In the TNG episode Inheritance Dr. Soong's widow (and by extension Data's 'mother') says Data was built 'anatomically correct', that since he wasn't bothered by the elements he would often run around naked to the discomfort of the other Omicron Theta colonists. Also in the episode The Naked Now it's implied he had a sexual encounter with Tasha Yar- from these I think it's safe to assume he does have genitals.