The Brown-headed Cowbird ( Molothrus ater (Boddaert, 1783)) is a generalist brood parasite that often lays into nests that contain conspecific eggs. Although it has often been assumed that this multiple parasitism reduces Cowbird survival, this has rarely been evaluated. We measured Cowbird survival in nests of the Blue-gray Gnatcatcher ( Polioptila caerulea (L., 1766)), Plumbeous Vireo ( Vireo plumbeus Coues, 1866), and Western Tanager ( Piranga ludoviciana (A. Wilson, 1811)) in New Mexico, USA. Our objectives were to measure the costs of intraspecific competition on Cowbird survival in multiply-parasitized nests, evaluate if these costs were related to host size, and to compare the costs of multiple parasitism relative to other mortality sources that occur over the entire nesting cycle. Intraspecific competition reduced Cowbird survival during the nestling period in nests of all three hosts, and was of particular importance in nests of the two smaller hosts. When all sources of egg mortality were considered, however, the costs of multiple parasitism were small compared with the large effects of predation and nest desertion. Given that multiple parasitism reduces Cowbird egg survival, it is unclear why Cowbirds multiply-parasitize. Possible explanations depend on an improved understanding of fecundity and level of host nest selectivity by female Cowbirds.