This article examines the relationship between stress and distress in the life course, emphasizing the time elapsed between the event and measurement of psychological distress. Stressors are conceptualized as either distal or proximal based on how recently they occurred. Distal stressors are further classified as status changes or undesirable life changes. Using a life history calendar approach, we examine stressors occurring over a 15-year-period. We explore whether distal stressors affect current depressive symptomatology above and beyond the effect of more recent stressors and how these stressors vary in frequency and affect over 3 empirically defined age groups. While some events decrease in frequency over age, others occur consistently across age groups. Most important, distal stressors significantly impact current depressive symptomatology, independent of proximal stressors. Types of distal stressors affecting depression vary over age, indicating that the stage of life at which a stressor occurs is a significant determinant of the stressor's effect on depression.