BACKGROUND: There is strong evidence of mortality being associated to extreme temperatures but the extent to which individual or residential factors modulate this temperature vulnerability is less clear. METHODS: We conducted a multi-city study with a time-stratified case-crossover design and used conditional logistic regression to examine the association between extreme temperatures and overall natural and cause-specific mortality. City-specific estimates were pooled using a random-effect meta-analysis to describe the global association. Cold and heat effects were assessed by comparing the mortality risks corresponding to the 2.5(th) and 97.5(th) percentiles of the daily temperature, respectively, with the minimum mortality temperature. For cold, we cumulated the risk over lags of 0 to 28 days before death and 0 to 7 days for heat. We carried out stratified analyses and assessed effect modification by individual characteristics, preexisting chronic health conditions and residential environment (population density, built-up area and air pollutants: PM(2.5), NO(2), O(3) and black carbon) to identify more vulnerable population subgroups. RESULTS: Based on 307,859 deaths from natural causes, we found significant cold effect (OR = 1.42, 95%CI: 1.30-1.57) and heat effect (OR = 1.17, 95%CI: 1.12-1.21) for overall natural mortality and for respiratory causes in particular. There were significant effects modifications for some health conditions: people with asthma were at higher risk for cold, and people with psychoses for heat. In addition, people with long or frequent hospital admissions in the year preceding death were at lower risk. Despite large uncertainties, there was suggestion of effect modification by air pollutants: the effect of heat was higher on more polluted days of O(3) and black carbon, and a higher cold effect was observed on more polluted days of PM(2.5) and NO(2) while for O(3), the effect was lower. CONCLUSIONS: These findings allow for targeted planning of public-health measures aiming to prevent the effects of extreme temperatures.