We use a cultural psychology approach to examine the relevance of the Health Belief Model for predicting a variety of behaviors that had been recommended by health officials during the initial stages of the COVID-19 lockdown for containing the spread of the virus and not overburdening the health system in Europe. Our study is grounded in the assumption that health behavior is activated based on locally relevant perceptions of threats, susceptibility and benefits in engaging in protective behavior, which requires careful (...) attention to how these perceptions might be structured and activated. We assess the validity of the HBM in two European countries that have been relatively understudied, using simultaneous measurements during acute periods of infection in Romania and Italy. An online questionnaire provided a total of valid answers from both countries. First, to understand individual difference patterns within and across populations, we fit a General Linear Model in which endorsement was predicted by behavior, country, their interaction, and a random effect for participants. Second, we assess the effect of demographics and health beliefs on prevention behaviors by fitting a multi-group path model across countries, in which each behavior was predicted by the observed health belief variables and demographics. Health beliefs showed stronger relationships with the recommended behaviors than demographics. Confirming previously reported relationships, self-efficacy, perceived severity, and perceived benefits were consistently related to the greater adoption of individual behaviors, whereas greater perceived barriers were related to lower adoption of health behaviors. However, we also point to important location specific effects that suggest that local norms shape protective behavior in highly contextualized ways. (shrink)