This transdisciplinary review of the literature addresses the questions, Do stress and negative affect (NA) promote smoking? and Does smoking genuinely relieve stress and NA? Drawing on both human and animal literatures, the authors examine these questions across three developmental stages of smoking--initiation, maintenance, and relapse. Methodological and conceptual distinctions relating to within- and between-subjects levels of analyses are emphasized throughout the review. Potential mechanisms underlying links between stress and NA and smoking are also reviewed. Relative to direct-effect explanations, the authors argue that contextual mediator-moderator approaches hold greater potential for elucidating complex associations between NA and stress and smoking. The authors conclude with recommendations for research initiatives that draw on more sophisticated theories and methodologies.