Inner city women with severe mental illness may carry multiple stigmatized statuses. In some contexts these include having a mental illness, being a member of an ethnic minority group, being an immigrant, being poor, and being a woman who does not live up to gendered expectations. These potentially stigmatizing identities influence both the way women's sexuality is viewed and their risk for HIV infection. This qualitative study applies the concept of intersectionality to facilitate understanding of how these multiple identities intersect to influence women's sexuality and HIV risk. We report the firsthand accounts of 24 Latina women living with severe mental illness in New York City. In examining the interlocking domains of these women's sexual lives, we find that the women seek identities that define them in opposition to the stigmatizing label of "loca" (Spanish for crazy) and bestow respect and dignity. These identities have unfolded through the additional themes of "good girls" and "church ladies". Therefore, in spite of their association with the "loca", the women also identify with faith and religion ("church ladies") and uphold more traditional gender norms ("good girls") that are often undermined by the realities of life with a severe mental illness and the stigma attached to it. However, the participants fall short of their gender ideals and engage in sexual relationships that they experience as disempowering and unsatisfying. The effects of their multiple identities as poor Latina women living with severe mental illness in an urban ethnic minority community are not always additive, but the interlocking effects can facilitate increased HIV risks. Interventions should acknowledge women's multiple layers of vulnerability, both individual and structural, and stress women's empowerment in and beyond the sexual realm.