The effects of both ambient air pollution and socioeconomic position (SEP) on health are well documented. A limited number of recent studies suggest that SEP may itself play a role in the epidemiology of disease and death associated with exposure to air pollution. Together with evidence that poor and working-class communities are often more exposed to air pollution, these studies have stimulated discussion among scientists, policy makers, and the public about the differential distribution of the health impacts from air pollution. Science and public policy would benefit from additional research that integrates the theory and practice from both air pollution and social epidemiologies to gain a better understanding of this issue. In this article we aim to promote such research by introducing readers to methodologic and conceptual approaches in the fields of air pollution and social epidemiology; by proposing theories and hypotheses about how air pollution and socioeconomic factors may interact to influence health, drawing on studies conducted worldwide; by discussing methodologic issues in the design and analysis of studies to determine whether health effects of exposure to ambient air pollution are modified by SEP; and by proposing specific steps that will advance knowledge in this field, fill information gaps, and apply research results to improve public health in collaboration with affected communities.