Baseline data from the Black Women's Health Study (BWHS) were analyzed to assess the relation of smoking to individual, neighborhood, and state socioeconomic characteristics. Data on smoking status and individual socioeconomic characteristics were obtained via a self-administered postal questionnaire at entry. Neighborhood characteristics of 41,726 never and current smokers were obtained by linking participants' addresses with census tract data from the 1990 US Census. In a multilevel logistic regression model, higher neighborhood poverty was associated with increased smoking prevalence after adjusting for age, education, marital status, and occupation at the individual level, and percent high school graduate, percent college graduate, and percentage Black at the neighborhood level. Relative to women residing in neighborhoods with less than 5% of the residents below the poverty line, the odds ratio was 1.1 (95% confidence interval: 1.0-1.2) for women in neighborhoods with 5-9.9% of the residents below the poverty line, 1.3 (1.2-1.4) for women in neighborhoods with 10-19.9% of the residents below the poverty line, and 1.6 (1.5-1.8) for women in neighborhoods with 20% or more of the residents below poverty. State of residence was also significantly associated with prevalence of current smoking. These results suggest that contextual factors (at both the neighborhood and state level) play a role in Black women's smoking behaviors over and above individual characteristics.