Much research has shown that reports of stressful life events are related to a wide variety of psychiatric and physical health outcomes. Relatively little research exists, however, on the distribution of the events according to gender, age, racial/ethnic background, and socioeconomic status (SES). Such information would help identify groups at greatest risk for further investigation. This paper presents a review of the relevant studies. We find that traumatic (e.g., life threatening) events appear to be more frequent for men, while men and women differ more consistently on types rather than on overall numbers of stressful events other than traumatic. Traumatic and other stressful events tend to be more frequent in low SES and racial/ethnic minorities groups, and finally, both traumatic and other stressful events are reported more by younger age groups in samples 18 years of age and older. The limitations and implications of these findings for further research and preventive interventions are discussed, especially the need for more detailed information about individual events.