The prospective, multisite human immunodeficiency (HIV) Epidemiology Research Study was established to define the biologic, psychologic, and social effects of HIV infection on the health of US women. From 1993 to 1995, a total of 871 HIV-infected women and 439 demographically matched, uninfected women aged 16–55 years, half of whom reported injection drug use and half of whom reported only sexual risk behaviors, were recruited in four US cities. Two sites recruited primarily from medical/drug therapy care settings, and two recruited from community sources. Women consented to biannual interviews; physical examination; blood, urine, and cervicovaginal specimen collection and repository; laboratory assays; and abstraction of outpatient and inpatient medical records to document HIV and acquired immunodeficiency syndrome-related diagnoses. Retention was greater than 88% at the third 6-month follow-up. Lower retention was associated with currently injecting drugs, not having dependent children, and not being infected with HIV at enrollment. In addition to the core study, a variety of nested studies are under way, some in collaboration with other HIV cohorts and various Public Health Service agencies. This cohort is distinct from other HIV longitudinal cohorts in the diversity of its participants and the comprehensive range of measures to study prospectively the biomedical, social, and emotional effects of the HIV epidemic on infected women and those whose behavior puts them at high risk of infection.Am J Epidemiol 1997;146:459-69.