We present a programmatic approach to incorporating ethics into an undergraduate major in statistical and data sciences. We discuss departmental-level initiatives designed to meet the National Academy of Sciences recommendation for integrating ethics into the curriculum from top-to-bottom as our majors progress from our introductory courses to our senior capstone course, as well as from side-to-side through co-curricular programming. We also provide six examples of data science ethics modules used in five different courses at our liberal arts college, each focusing on a different ethical consideration. The modules are designed to be portable such that they can be flexibly incorporated into existing courses at different levels of instruction with minimal disruption to syllabi. We connect our efforts to a growing body of literature on the teaching of data science ethics, present assessments of our effectiveness, and conclude with next steps and final thoughts.