Guided by a life course perspective, attachment theory, and gender theory, this study aims to examine the impact of death of a father, a mother, or both parents, as well as continuously living with one or both parents dead (in contrast to having two parents alive) on multiple dimensions of psychological well-being (depressive symptoms, happiness, self-esteem, mastery, and psychological wellness), alcohol abuse (binge drinking), and physical health (self-assessed health). Analyses of longitudinal data from 8,865 adults in the National Survey of Families and Households 1987-1993 reveal that a father's death leads to more negative effects for sons than daughters and a mother's death leads to more negative effects for daughters than sons. Problematic effects of parent loss are reflected more in men's physical health reports than women's. This study's results suggest that family researchers and practitioners working with aging families should not underestimate the impact of filial bereavement on adult well-being. (Contains 3 tables.)