The magnitude of socio-economic differences in health varies between societies, and over time within societies. Even in the Nordic countries, where socio-economic differences are not as striking as elsewhere, such differences have been observed. We have studied social class variation among 45- to 69-year-old Finns during 1971-1995 in the incidence of cancers of the breast, ovary, corpus and cervix uteri, vulva and vagina, by means of a computerised record linkage of the Finnish Cancer Registry and the 1970 Population Census, which included social class data. Cancers of cervix uteri (both invasive and in situ) and vagina were associated with low social class. Cancers of the breast (both in men and women) were most common in high social classes throughout the whole observation period 1971-1995, whereas for cancer of the corpus uteri, the positive social class association disappeared in the early 1980s. For cancer of the vulva and ovary, no clear differences by social class were observed. We believe that socio-economic differences usually point to life styles or life conditions (e.g., reproductive patterns, viral infections, diet, physical activity, prevalence of overweight and obesity, smoking and alcohol consumption or combinations of these factors) that may be risk factors for the specific cancers studied.