This dissertation contains three chapters on adult mental health and pain in the contemporary United States, paying special attention to social inequalities therein. In the first chapter I use data from the 2002-2014 National Health Interview Survey Linked Mortality Files (NHIS-LMF) to explore sociodemographic differences in the intersection of physical and psychological pain (referred to as the “pain–distress nexus”) and its relationship to mortality among adults ages 25 to 64. I find the combination of both high distress and high pain is most prevalent and most strongly predictive of mortality among socioeconomically disadvantaged, non-Hispanic Whites. In the second chapter I use data from the 2015, 2017, and 2019 Behavior Risk Factor Surveillance Survey (BRFSS) to examine associations between informal caregiving and self-rated pain intensity among middle-aged and older adults with provider-diagnosed arthritis. I find that informal caregiving status is associated with higher pain intensity. Among informal caregivers, caring for a spouse/partner, providing care for 5+ years, providing care for 20+ hours/week, and helping with personal care or household tasks were all linked to higher pain intensity. Associations were stronger for male caregivers than for female caregivers. In the third chapter, I use data from the 2002-2018 National Health Interview Survey (NHIS) to examine and decompose trends in mental distress among non-Hispanic White and Black adults aged 25-44 and 45-64. I find that mental distress significantly increased over time among all groups. Steep increases in mental distress among Whites, particularly among those aged 25-44, suggest narrowing Black-White disparities over time. My decomposition analyses reveal that changes in population composition, specifically the increase in heavy alcohol use and physical pain, largely explained the increase in mental distress among Blacks, while the increase in mental distress remained largely unexplained among Whites. Together, these three chapters illustrate the intricate nature of inequalities in psychological and physical pain.