Health at birth is considered an important indicator of health outcomes in adulthood. It is also shown to have a strong association with future educational attainment and labor market outcomes. I examine the effects of behavioral and environmental factors on infant health. The factors I focus on include alcohol consumption during pregnancy, extreme weather events associated with climate change, and pollution that may result from unconventional oil and natural gas development. In Chapter II, I examine the effects of point-of-sale alcohol warning signage that alcohol retailers are required to post in some states on alcohol use during pregnancy and on birth outcomes. I find that point-of-sale warning signs discourage alcohol consumption among pregnant women and are associated with a decrease in the odds of newborns having very low birth weight or being very pre-term. The findings of this research inform decision makers about a potentially effective mechanism through which alcohol consumption among pregnant women can be reduced. They also suggest causal evidence for the link between prenatal alcohol exposure and inferior health at birth. Chapter III documents that exposure to heat waves during pregnancy is associated with increased likelihood of the mother experiencing an adverse health condition during pregnancy and the newborn having an abnormal condition at birth. The results provide an assessment of the magnitude and timing of the effects of extreme heat events associated with climate change on infant health which is potentially helpful in enhancing the effectiveness of adaptation efforts. Finally, Chapter IV provides an empirical investigation of the link between unconventional oil and natural gas development and infant health. The results indicate that unconventional drilling activity is associated with a small, but statistically significant, decline in birth outcomes, especially for those living in rural areas. Given that it is estimated that the rapid expansion in unconventional oil and gas extraction will continue for at least a few more decades, the results of this study may contribute to the discussions related to initiation or tightening of regulations and monitoring efforts to control pollution. This dissertation includes previously unpublished co-authored material.