Researchers have documented that widows have lower levels of subjective well‐being than married individuals, but we still know little about how the regional and national contexts affect the impact of widowhood on well‐being. Building on social capital theory and using data from 5 rounds of the European Social Survey (N= 119,292 people, 206 regions, 23 countries), the authors tested how marital status composition at the national and regional levels affects the well‐being of widows. Widows fare worse in countries with high proportions of married people and in regions and countries with high proportions of widowed persons. The proportion of married individuals at the regional level does not affect their well‐being. These results are in line with the greedy marriage hypothesis, but varying effects at regional and national levels suggest that the standard explanation for this phenomenon, lack of individual social support, is not valid. This study demonstrates the importance of multiple contextual embeddedness.