Despite its centrality to social stress theory, research on the social patterning of stress exposure and coping resources has been sparse and existing research shows conflicting results. We interviewed 396 gay, lesbian and bisexual, and 128 heterosexual people in New York City to examine variability in exposure to stress related to sexual orientation, gender, and race/ethnicity. Multiple linear regressions showed clear support for the social stress hypothesis with regard to race/ethnic minority status, somewhat mixed support with regard to sexual orientation, and no support with regard to gender. We discuss this lack of parsimony in social stress explanations for health disparities.