Are religious people psychologically better or worse adjusted than their non-religious counterparts? Hundreds of studies have reported a positive relation between religiosity and psychological adjustment. Recently, however, a comparatively small number of cross-cultural studies has questioned this staple of religiosity research. The latter studies find that religious adjustment benefits are restricted to religious cultures. Gebauer, Sedikides, and Neberich (2012b) suggested the religiosity-as-social-value hypothesis (RASV) as one explanation for those cross-cultural differences. RASV states that, in religious cultures, religiosity possesses much social value, and, as such, religious people will feel particularly good about themselves. In secular cultures, however, religiosity possesses limited social value, and, as such, religious people will feel less good about themselves, if at all. Yet, previous evidence has been inconclusive regarding RASV and regarding cross-cultural differences in religious adjustment benefits more generally. To clarify matters, we conducted three replication studies. We examined the relation between religiosity and self-esteem (the most direct and appropriate adjustment indicator, according to RASV) in a self-report study across 65 countries (N = 2,195,301), an informant-report study across 36 countries (N = 560,264), and another self- report study across 1,932 urban areas from 243 federal states in 18 countries (N = 1,188,536). Moreover, we scrutinized our results against seven, previously untested, alternative explanations. Our results fully and firmly replicated and extended prior evidence for cross-cultural differences in religious adjustment benefits. These cross-cultural differences were best explained by the RASV hypothesis.