We explore the last two of these explanations for the healthy immigrant effect by examining the health outcomes, health behaviours, and socio-economic characteristics of immigrants from a range of source countries in the US, Canada, UK and Australia. [...] The core datasets are the following: for the US, consecutive cross-sections of National Health Institutes Survey (NHIS) data from 2000-05 inclusive; for Canada, the 1996-97 National Health Population Survey (NPHS) cross-sectional file and the 2000-01 and 2002-03 Canadian Community Health Survey (CCHS) cross-sectional files; and for Australia, the National Health Surveys (NHS) from 1995 and 2001. [...] Specifically, the health of immigrants from each region of origin in each of the four countries of interest are compared to 1) native- born residents of the host country; 2) immigrants from the same region of origin in each of the other three destination countries; and 3) immigrants from other source regions in the same destination country. [...] These results will help to benchmark the existence and magnitude of the immigrant health gap and will lay the foundation for the rest of the empirical analysis. [...] In the case of immigrants from other regions of the world, differences in outcomes across our four countries of interest may also be reflective of differences in the degree of immigrant selection, as well as other factors such as the presence in the destination country of established communities of ethnic minorities from the same region of origin.9 Measures of health Charts 1 to 6 show the results