The goal of this paper was to demonstrate that structural equation modelling associated to multilevel regressions represents a powerful tool to examine innovative cross-cultural research questions. Two studies on the relationship between values and trust in institutions were carried out. Study 1 compared results of a series of multilevel multiple indicators and multiple causes models with random slopes on four international datasets. Study 2 compared data from the World Values Survey (WVS) and the European Social Survey (ESS), selecting countries common to both surveys. In both studies, hypotheses regarding the equivalence of structure (sinusoid curve hypothesis) of relations between values and trust in institutions were tested. Structural equivalence was confirmed for student samples. The use of random samples revealed between-country variations partially explained by country level differences in socio-economic wealth and quality of governance. In addition, the value structure in relation to trust in institutions was consistent between the WVS and ESS datasets, yet some differences in the pattern of associations were observed.