•Social relationships can cause or ameliorate stress.•Studies using group housing paradigms permit study of complex social interaction dynamics.•Studies in diverse rodents illustrate species-specific and conserved relationships between stress and sociality.•We examine these relationships in group-housed mice and rats, prairie and meadow voles, and mole-rats.•Consideration of natural ecology of organisms sheds light on species-specific behaviors. A major feature of life in groups is that individuals experience social stressors of varying intensity and type. Social stress can have profound effects on health, social behavior, and ongoing relationships. Relationships can also buffer the experience of exogenous stressors. Social stress has most commonly been investigated in dyadic contexts in mice and rats that produce intense stress. Here we review findings from studies of diverse rodents and non-traditional group housing paradigms, focusing on laboratory studies of mice and rats housed in visible burrow systems, prairie and meadow voles, and mole-rats. We argue that the use of methods informed by the natural ecology of rodent species provides novel insights into the relationship between social stress, behavior and physiology. In particular, we describe how this ethologically inspired approach reveals how individuals vary in their experience of and response to social stress, and how ecological and social contexts impact the effects of stress. Social stress induces adaptive changes, as well as long-term disruptive effects on behavior and physiology.