In a population just reaching age 40, continuous health insurance coverage across the preceding 8 to 10 years was not associated with better self-perceived health than interrupted coverage. However, continuous insurance coverage was significantly related to better mental health, with the effect persisting in multivariable analysis controlling for residence, race, and demographic characteristics. Rural residents reaching age 40 in 1998 or 2000 were less likely to have been continuously insured between 1989-2000 than were their urban peers.