Problem alcohol use has far-reaching economic, intra-, and interpersonal consequences. One particularly hazardous form of drinking pertains to the consumption of alcohol as a means of regulating stress, or drinking to cope. As such, it is critical to identify pathways through which stress-related alcohol use occurs, as well as protective factors which may mitigate the aforementioned consequences. To achieve this, I conducted three studies examining these topics at multiple levels of analysis among two at risk populations for engaging in problematic drinking: College students and military service members. Study 1 is a published manuscript examining the association between personality, a known vulnerability factor, and daily alcohol use among college students. This study tested whether these associations were mediated by the utilization of daily coping behaviors. Study 2 is an exploration of the association between of post-traumatic stress symptoms (PTSS) and alcohol involvement among employed service members. I conducted conditional process analysis to determine whether the indirect association of PTSS on alcohol involvement through coping motivations was conditional on one's perceived level of social support. Finally, Study 3 examined how daily experiences of occupational stressors influence alcohol consumption using a subsample of married and cohabiting participants from Study 2. I tested the moderating roles of coping motives and more adaptive, support-based coping strategies on work stress-daily drinking associations. Together, these studies help elucidate why individuals typically drink when stressed, who may be more apt to do so, and under what conditions these effects hold true.