In this article we have discussed the psychosocial literature about coping. First of all, we reviewed the leading models on coping, categorizing them according to their general approach (discriminating between models based on an individualistic and on a transactional approach) and their focus (discriminating between models focalized on problems, on emotions, on approach, on avoidance, and on meaning). Second, we discussed the main studies showing the positive and negative consequences of coping. Third, we focused on the literature on the fear of crime, in order to illustrate the complexity of the consequences of specific coping strategies both at individual and societal level.