Strain theory has returned to the forefront of criminological theory and research, due primarily to the general strain model developed by Robert Agnew. Agnew posits that a broad range of negative social relations comprises strain and that these straining mechanisms lead to delinquent behavior and other maladaptive functioning. Moreover, strain has its strongest effect on delinquency when certain coping strategies are attenuated or when delinquent peers reinforce perceptions of strain. Although several studies have now shown the utility of general strain theory as an explanation of delinquency, they have relied mainly on cross-sectional effects or two-wave panel designs using methods that fail to consider measurement error or autocorrelated errors. In this study we extend these analyses by estimating a latent variable structural equation model that examines the effects of strain—operationalized as negative life events—on conventional attachment and delinquency over a 3-year period. Furthermore, we directly assess Agnew's “coping strategies” hypotheses by stratifying the models by self-efficacy, self-esteem, and peer delinquency. The results indicate that significant longitudinal effects of strain on delinquency emerge during year 3 but that these effects are not conditioned by self-efficacy or self-esteem. Changes in strain also affect changes in delinquency, but only among those who report no delinquent peers. We do find, however, that over the initial 2 years strain has a negative effect on delinquency among those high in self-efficacy, self-esteem, or delinquent peers. The findings are discussed in terms of Agnew's theory.