Recent outbreaks of syphilis and gonorrhea coupled with reported increases in HIV-risk behavior among men who have sex with men (MSM) have raised concerns about a potential resurgence of HIV among MSM. These concerns have led some to suggest the need for a paradigm shift in how HIV-prevention programs are designed and implemented. In this analysis, baseline demographic, sexual partnership, and substance use information was used to identify contextual-risk groups among 5,095 HIV-seronegative MSM enrolled in a 36-month phase 3 HIV vaccine efficacy trial across 61 sites primarily in North America. Eight demographic and behavioral contextual risk groups were identified, with annualized HIV seroincidence ranging from 1.8% to 6.3% across groups. Men in primary HIV-serodiscordant relationships had the lowest HIV seroincidence (1.8%), while an older group of men with many sex partners had the highest (6.3%). Visit-schedule compliance and study retention were lowest among younger non-White men and highest among older popper users, with annualized HIV seroincidence of 2.9% and 3.5%, respectively. Differences in HIV incidence, study compliance, and retention observed among contextual-risk groups suggest that responsiveness to heterogeneity within risk group (eg, MSM) could benefit screening, enrollment, and retention of HIV-prevention programs and intervention trials, reducing the time and cost related to their design, implementation, and conclusion.