This study investigates the inverse relationship between status and cigarette smoking by comparing the varied strength of the relationship across nations, and identifying the contextual sources of the variation. In so doing, it evaluates two explanations. One emphasizes the importance of relative deprivation, arguing that the inverse status gradient in smoking emerges strongest with high societal inequality. Another emphasizes the importance of status-based differences in the adoption of innovative behaviors, arguing that the inverse status gradient emerges strongest in the later stages of cigarette diffusion. The analyses test these hypotheses using multilevel data from 15 European nations in 1995, measures of education, occupation, and income at the individual level, and measures of societal inequality and cigarette diffusion at the aggregate level. In supporting the diffusion rather than the societal inequality explanation, the results suggest the need to attend to cultural sources of innovation, fashion, and distinction in understanding status-based patterns of smoking.