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This study examined the relationships between stress and both alcohol use and alcohol problems, in addition to testing the possibility that social support and coping styles significantly moderate these relationships. Two samples of men and women in their 20s and 30s were studied. Findings showed that stress was unrelated to alcohol consumption in 1 sample, and, although there were significant associations in the 2nd sample, the overall percentage of variance explained was small. Stress appeared to be more highly related to alcohol problems, with some stress measures showing a protective relationship vis à vis alcohol problems and others acting in ways that can put people at risk for alcohol problems. Coping styles and social support interacted significantly with some measures of life stress (e.g., daily hassles, negative life events), but only in some circumstances.