Associations of particulate matter (PM) and ozone with morbidity and mortality have been reported in many recent observational epidemiology studies. These studies often considered other gaseous co-pollutants also as potential confounders, including nitrogen dioxide (NO 2 ), sulfur dioxide (SO 2 ), and carbon monoxide (CO). However, because each of these air pollutants can have different seasonal patterns and chemical interactions, the estimation and interpretation of each pollutant's individual risk estimates may not be straightforward. Multi-collinearity among the air pollution and weather variables also leaves the possibility of confounding and over-or under-fitting of meteorological variables, thereby potentially influencing the health effect estimates for the various pollutants in differing ways. To investigate these issues, we examined the temporal relationships among air pollution and weather variables in the context of air pollution health effects models. We compiled daily data for PM less than 2.5 mm (PM 2.5 ), ozone, NO 2 , SO 2 , CO, temperature, dew point, relative humidity, wind speed, and barometric pressure for New York City for the years 1999-2002. We conducted several sets of analyses to characterize air pollution and weather data interactions, to assess different aspects of these data issues: (1) spatial/temporal variation of PM 2.5 and gaseous pollutants measured at multiple monitors; (2) temporal relationships among air pollution and weather variables; and (3) extent and nature of multi-collinearity of air pollution and weather variables in the context of health effects models. The air pollution variables showed a varying extent of intercorrelations with each other and with weather variables, and these correlations also varied across seasons. For example, NO 2 exhibited the strongest negative correlation with wind speed among the pollutants considered, while ozone's correlation with PM 2.5 changed signs across the seasons (positive in summer and negative in winter). The extent of multi-collinearity problems also varied across pollutants and choice of health effects models commonly used in the literature. These results indicate that the health effects regression need to be run by season for some pollutants to provide the most meaningful results. We also find that model choice and interpretation needs to take into consideration the varying pollutant concurvities with the model co-variables in each pollutant's health effects model specification. Finally, we provide an example for analysis of associations between these air pollutants and asthma emergency department visits in New York City, which evaluate the relationship between the various pollutants' risk estimates and their respective concurvities, and discuss the limitations that these results imply about the interpretability of multi-pollutant health effects models.