A large portion of current epidemiologic research is based on methodologic individualism: the notion that the distribution of health and disease in populations can be explained exclusively in terms of the characteristics of individuals. The present paper discusses the need to include group- or macro-level variables in epidemiologic studies, thus incorporating multiple levels of determination in the study of health outcomes. These types of analyses, which have been called contextual or multi-level analyses, challenge epidemiologists to develop theoretical models of disease causation that extend across levels and explain how group-level and individual-level variables interact in shaping health and disease. They also raise a series of methodological issues, including the need to select the appropriate contextual unit and contextual variables, to correctly specify the individual-level model, and, in some cases, to account for residual correlation between individuals within contexts. Despite its complexities, multilevel analysis holds potential for reemphasizing the role of macro-level variables in shaping health and disease in populations.