The opportunities for research of socio-economic differences in mortality are best in countries where a system of personal identification numbers makes the computerised linkage of census and death records possible. The first part of this study is an example of the use of such linked records. It presents results on the development of mortality differences by level of education and occupational class in Finland in the period 1971-1985. Socio-economic mortality differences among middle-aged and elderly men increased in Finland during the study period. The increase was mainly due to the rapid decline of mortality from cardiovascular diseases among upper white-collar employees and men with more than secondary education. Relative socio-economic mortality differences were smaller among women than among men and remained unchanged in 1971-1985. The second part of the article discusses the problems in international comparisons of socio-economic mortality differences and summaries results from two comparative studies. The results are inconsistent: differences by level of education among men were found to be similar in six countries included in the comparison, whereas marked variation was found in the ratios of the mortality of manual workers to the mortality of non-manual workers.