This study assessed whether consistent relationships exist between the content of self-reported coping behaviors, sustaining fantasies, and ordinary daydreams. A second goal was the identification of coping behaviors associated with psychopathology and an exploration of connections between coping behaviors, fantasies, and daydreams correlated with pathology. College students (N = 119) completed the Tanck and Robbins Coping Behaviors Scale, the Sustaining Fantasy Questionnaire, and 12 Imaginal Processes Inventory scales. Pearson correlations indicated strong support for similar content between coping behaviors and the two types of fantasy. Previously reported relationships between coping behaviors and psychopathology were replicated. Significant intercorrelations were found between sustaining fantasies, daydreams, and coping behaviors that, separately, were found to be significantly associated with psychopathology. © 2003 Wiley Periodicals, Inc. J Clin Psychol, 2003.