The present study analyzes the influence of role combinations on heavy drinking in four European countries: Finland, France, Germany, and Switzerland. Data sets come from nationally representative surveys. A growing number of studies have investigated the influence of social roles on alcohol consumption. Different theories such as role accumulation, role overload, and role deprivation aim to explain the association between roles and poor mental health, including heavy alcohol consumption. The results show that roles and role combinations influence heavy drinking differently in each country. The findings also indicate that the social position of women in a country is strongly connected to the differing associations between specific role combinations and heavy drinking across countries. No single role theory can be applied cross-culturally. Large-scale surveys are needed to test statistically the association between role combinations and heavy drinking.