ABSTRACT: We adopt a life-course perspective to study smoking behavior in Great Britain, Russia, and the United States. Given their different mixes of policies, it is intriguing that the cross-sectional prevalence of smoking in Great Britain and the U.S. is similar, while in Russia men’s smoking rates are very high. Our results reveal other similarities and differences that are not apparent in cross-sectional data. For example, we find that the timing of smoking initiation is very similar in most cohorts across the three countries. Another interesting pattern is that the very high smoking prevalence among cohorts of Russian men reflects both high smoking initiation and an almost total lack of smoking cessation. Future research is needed to address a host of questions about the determinants of life-course smoking behavior, including the separate impacts of tobacco control policies on initiation and cessation.