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Short-term changes in ambient particulate matter with aerodynamic diameters < 10 micro m (PM10) have been associated with short-term fluctuations in mortality or morbidity in many studies. In this study, we tested whether those deaths are just advanced by a few days or weeks using a multicity hierarchical modeling approach for all-cause, respiratory, and cardiovascular deaths, for all ages and stratifying by age groups, within the APHEA-2 (Air Pollution and Health: A European Approach) project. We fit a Poisson regression and used an unconstrained distributed lag to model the effect of PM10 exposure on deaths up to 40 days after the exposure. In baseline models using PM10 the day of and day before the death, we found that the overall PM10 effect (per 10 micro g/m3) was 0.74% [95% confidence interval (95% CI), -0.17 to 1.66] for respiratory deaths and 0.69% (95% CI, 0.31-1.08) for cardiovascular deaths. In unrestricted distributed lag models, the effect estimates increased to 4.2% (95% CI, 1.08-7.42) for respiratory deaths and to 1.97% (95% CI, 1.38-2.55) for cardiovascular deaths. Our study confirms that most of the effect of air pollution is not simply advanced by a few weeks and that effects persist for more than a month after exposure. The effect size estimate for PM10 doubles when we considered longer-term effects for all deaths and for cardiovascular deaths and becomes five times higher for respiratory deaths. We found similar effects when stratifying by age groups. These larger effects are important for risk assessment.