The objective of this study is to estimate associations between social capital and health when other factors are controlled for. Data from the standard-of-living survey by Statistics Norway are merged with data from several other sources. The merged files combine data at the individual level with data that describe indicators of community-level social capital related to each person's county of residence. Both cross-sectional and panel data are used. We find that one indicator of community-level social capital -- voting participation in local elections -- is positively associated with self-assessed health in the cross-sectional study and in the panel data study. While we find that religious activity at the community-level has a positive effect in the cross-sectional survey and no effect in the panel survey, we find that sports organizations have a negative effect on health in the cross-sectional survey and no effect in the panel survey. The question is raised whether the welfare state diminishes the effect of structural community social capital, as represented by voluntary organizations, on health.