The inverse relationships between socioeconomic status (SES) and unhealthy behaviors such as tobacco use, physical inactivity, and poor nutrition have been well demonstrated empirically but encompass diverse underlying causal mechanisms. These mechanisms have special theoretical importance because disparities in health behaviors, unlike disparities in many other components of health, involve something more than the ability to use income to purchase good health. Based on a review of broad literatures in sociology, economics, and public health, we classify explanations of higher smoking, lower exercise, poorer diet, and excess weight among low-SES persons into nine broad groups that specify related but conceptually distinct mechanisms. The lack of clear support for any one explanation suggests that the literature on SES disparities in health and health behaviors can do more to design studies that better test for the importance of the varied mechanisms.