A fact of life for farmers, hunter-gatherers, and fishermen in the rural parts of the world are that crops fail, wild resources become scarce, and winds discourage fishing. In this article we approach subsistence risk from the perspective of "coexistence thinking," the simultaneous application of natural and supernatural causal models to explain subsistence success and failure. In southwestern Madagascar, the ecological world is characterized by extreme variability and unpredictability, and the cosmological world is characterized by anxiety about supernatural dangers. Ecological (...) and cosmological causes seem to point to different risk minimizing strategies: to avoid losses from drought, flood, or heavy winds, one should diversify activities and be flexible; but to avoid losses caused by disrespected spirits one should narrow one's range of behaviors to follow the code of taboos and offerings. We address this paradox by investigating whether southwestern Malagasy understand natural and supernatural causes as occupying separate, contradictory explanatory systems (target dependence), whether they make no categorical distinction between natural and supernatural forces and combine them within a single explanatory system (synthetic thinking), or whether they have separate natural and supernatural categories of causes that are integrated into one explanatory system so that supernatural forces drive natural forces (integrative thinking). Results from three field studies suggest that (a) informants explain why crops, prey, and market activities succeed or fail with reference to natural causal forces like rainfall and pests, (b) they explain why individual persons experience success or failure primarily with supernatural factors like God and ancestors, and (c) they understand supernatural forces as driving natural forces, so that ecology and cosmology represent distinct sets of causes within a single explanatory framework. We expect that future cross-cultural analyses may find that this form of "integrative thinking" is common in unpredictable environments and is a cognitive strategy that accompanies economic diversification. (shrink)