Background: The European Commission requires tobacco products sold in the European Union to display standardized text health warnings. This article examines the effectiveness of the text health warnings among daily cigarette smokers in four Member States. Methods: Data were drawn from nationally representative samples of smokers from the International Tobacco Control Policy Evaluation Project surveys in France (2007), Germany (2007), the Netherlands (2008) and the UK (2006). We examined: (i) smokers’ ratings of the health warnings on warning salience, thoughts of harm and quitting and forgoing of cigarettes; (ii) impact of the warnings using a Labels Impact Index (LII), with higher scores signifying greater impact; and (iii) differences on the LII by demographic characteristics and smoking behaviour. Results: Scores on the LII differed significantly across countries. Scores were highest in France, lower in the UK, and lowest in Germany and the Netherlands. Across all countries, scores were significantly higher among low-income smokers, smokers who had made a quit attempt in the past year and smokers who smoked fewer cigarettes per day. Conclusion: The impact of the health warnings varies greatly across countries. Impact tended to be highest in countries with more comprehensive tobacco control programmes. Because the impact of the warnings was highest among smokers with the lowest socioeconomic status (SES), this research suggests that health warnings could be more effective among smokers from lower SES groups. Differences in warning label impact by SES should be further investigated.