Socioeconomic status (SES) is consistently associated with health outcomes, yet little is known about the psychosocial and behavioral mechanisms that might explain this association. Researchers usually control for SES rather than examine it. When it is studied, only effects of lower, poverty-level SES are generally examined. However, there is evidence of a graded association with health at all levels of SES, an observation that requires new thought about domains through which SES may exert its health effects. Variables are highlighted that show a graded relationship with both SES and health to provide examples of possible pathways between SES and health end points. Examples are also given of new analytic approaches that can better illuminate the complexities of the SES–health gradient.