The effect of exposure to risk factors for suicidal behavior varies from place to place and from period to period. This may be due to contextual influences, which arise if individuals' suicide risk depends not only on their personal exposure to risk or protective factors, but also on how these are distributed in their social, cultural, economic, or even physical environments. There has been relatively little explicit attention in suicide research for such contextual influences even though they are an important component of the cross-level bias, which can arise when aggregate level associations are assumed to also apply in individuals and vice versa. Contextual effects are conceptually related to the issues of social selection vs. causation, population density, and network effects. Because of a lack of prospective multilevel research, it is unclear exactly which mechanisms underlie the phenomenon that the distribution of risk factors in an individual's context may affect their suicide risk above and beyond their personal exposure. A number of mechanisms, like deviancy amplification, formalization of restraints, and buffering effects of social support are proposed. Contextual effects may result in a concentration of suicide risk in persons when the risk factors they are exposed to become rare--whether spontaneously or through focused prevention. This has important but mostly overlooked implications for population-based prevention strategies.