Studies on three continents have reported associations between various measures of airborne particles and daily deaths. Sulfur dioxide has also been associated with daily deaths, particularly in Europe. Questions remain about the shape of those associations, particularly whether there are thresholds at low levels. We examined the association of daily concentrations of black smoke and SO(2) with daily deaths in eight Spanish cities (Barcelona, Bilbao, Castellón, Gijón, Oviedo, Valencia, Vitoria, and Zaragoza) with different climates and different environmental and social characteristics. We used nonparametric smoothing to estimate the shape of the concentration-response curve in each city and combined those results using a metasmoothing technique developed by Schwartz and Zanobetti. We extended their method to incorporate random variance components. Black smoke had a nearly linear association with daily deaths, with no evidence of a threshold. A 10 microg/m(3) increase in black smoke was associated with a 0.88% increase in daily deaths (95% confidence interval, 0.56%-1.20%). SO(2) had a less plausible association: Daily deaths increased at very low concentrations, but leveled off and then decreased at higher concentrations. These findings held in both one- and two-pollutant models and held whether we optimized our weather and seasonal model in each city or used the same smoothing parameters in each city. We conclude that the association with particle levels is more convincing than for SO(2), and without a threshold. Linear models provide an adequate estimation of the effect of particulate air pollution on mortality at low to moderate concentrations.