Research with the rhesus macaque population on Cayo Santiago can provide a unique perspective on the costs of sociality and reproduction in primates. Because the Cayo macaques live in unusually large groups and in a predator-free environment, in which their artificial food source lacks seasonal variation in abundance or quality, these monkeys constitute a semi-experimental study of the costs and benefits of group living. Here we review several long- and short-term studies that have focused on female life history and stress physiology. Long-term demographic data have shown that rhesus macaque females of middle- and low-ranking matrilines have lower adult survival probabilities than females of high-ranking matrilines. Costs of reproductive effort are also evident: adult females were more likely to die during the birth than during the mating season and they experienced higher cortisol levels when lactating. Lower-ranking females, in particular, experienced greater relative increase in cortisol production during lactation, in comparison to middle- and high-ranking females. Older high-ranking females had lower plasma cortisol levels than younger ones but cortisol levels were similarly high among young and old middle- and low-ranking females. Higher plasma cortisol levels and/or fecal glucocorticoid concentrations are associated with higher plasma concentrations of some proinflammatory cytokines. High cortisol, in turn, may be associated with chronic inflammation, and perhaps also with immunosuppression. In sum, the studies reviewed here provide multiple lines of evidence that sociality and reproductive effort impose measurable costs on female rhesus macaques. In line with socioecological theory, female dominance rank consistently emerges as an important modulator of variation in female life histories and physiology. The Cayo Santiago macaques are therefore a valuable model for elucidating the mechanisms by which within-group competition and reproduction impact health and survival in nonhuman primates and in humans. Am. J. Primatol.