The objectives of the work that will be discussed are to examine how geographic life environments influence health, to explore the impact of transport on health, and to study the health effects of heat waves inside and outside the urban heat island. These studies investigate dynamics of exposures, behaviors, and health in space and time based on high frequency data. They rely on a continuous monitoring of participants with wearable sensors of location, behavior, environmental exposures, and health and real-time smartphone surveys (according to different survey strategies). Moreover, mobility surveys based on GPS data provide information on space-time budgets that are critical to interpret the data from other sensors. As an example, in the project on heat waves, participants will report their thermal discomfort, sleep quality, etc. with a smartphone; they will carry different sensors (GPS, accelerometer, heat stress measured from air and radiant temperatures, physiological sensors); and the thermal characteristics of their dwelling will be evaluated with fixed sensors. These studies allow us to investigate contextual effects on health with “momentary” analyses of sensor data. Disaggregating environmental exposures and health responses at the level of successive life segments taken as the statistical units of the analysis (trips, places visited, repeated measurements), we contextualize behaviors and health states in their immediate environment and we investigate dynamic processes that lead to unfavorable behavior and health status, with a focus on individual, environmental, and situational determinants.