Using microdata for adults from 1987 to 2000 years of the Behavioral Risk Factor Surveillance System (BRFSS), I show that smoking and excess weight decline during temporary economic downturns while leisure-time physical activity rises. The drop in tobacco use occurs disproportionately among heavy smokers, the fall in body weight among the severely obese and the increase in exercise among those who were completely inactive. Declining work hours may provide one reason why behaviors become healthier, possibly by increasing the non-market time available for lifestyle investments. Conversely, there is little evidence of an important role for income reductions. The overall conclusion is that changes in behaviors supply one mechanism for the procyclical variation in mortality and morbidity observed in recent research.