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Prior studies have linked the Utah Valley Steel Mill closure that took place between August 1986 and September 1987 to improvements in several health outcomes. So-called natural experiments ease concerns over confounding and exposure misclassification, concerns that are common in studies of air pollution and pregnancy outcome.We compare birth outcomes for Utah mothers within and outside the Utah Valley, before, during, and after the mill closure.Mothers who were pregnant around the time of the closure of the mill were less likely to deliver prematurely than mothers who were pregnant before or after; effects were strongest for exposure during the second trimester. Preterm birth within the Utah Valley did not change during the time of mill closure. No patterns for birth weight were observed.These results support other studies that have found effects on preterm birth of air pollution exposure early in pregnancy.