A recent assessment estimated that over 15 million Americans live within 1 mile of a gas well drilled since 2000 in 11 states. This dissertation studies the impacts of unconventional drilling on infant health in three of these 11 states. The first chapter exploits the introduction of shale gas wells in Pennsylvania beginning in 2008. Using detailed location data on maternal address and GIS coordinates of gas wells, I examine singleton births to mothers residing close to a shale gas well from 2003-2010 in Pennsylvania. The introduction of drilling increased low birth weight and decreased term birth weight on average among mothers within 2.5 km of a well compared to mothers within 2.5 km of a future well. Adverse effects were also detected using measures such as small for gestational age and APGAR scores, while no effects on gestation periods were found. These results are robust to other measures of infant health, many changes in specification and falsification tests. These results do not differ across water source (i.e. public piped water vs. ground well water) and suggest that the mechanism is air pollution or stress from localized economic activity. These findings suggest that shale gas development poses significant risks to human health and have policy implications for regulation of shale gas development. The second chapter focuses on oil and gas development in Colorado. Colorado provides a unique research environment given its long history of conventional oil and gas extraction and, most recently, shale gas development. This paper uses Colorado to explore health at birth implications of both unconventional and conventional forms of drilling. The immediate outcomes of interest are infant health at birth measures (term birth weight, gestation length, low birth weight, premature birth and small for gestational age). To define exposure, I utilize detailed vital statistics and mother's residential address to define close proximity to drilling activity. Using a difference-in-differences approach, this paper compares health at birth of infants born to residences within 1 km of the well head versus 1-2 km to identify the impact of drilling. Exploiting both the inter-temporal and cross-sectional variance in the presence of resource extraction in Colorado, I find that proximity to wells reduces birth weight and gestation length on average and increases the prevalence of low birth weight, premature birth and small for gestational age. The third chapter studies shale gas development in the Barnett Shale, in north-central Texas near Dallas-Fort Worth, which contains one of the largest and most active onshore gas fields. The Barnett Shale provides a unique research environment given that it is the place where unconventional drilling was used commercially and is also a densely populated urban center in the US. This paper uses the most extensive air monitoring network in any shale play in the US to study the impact of shale gas development on ambient air pollution, the impact of these pollutants on infant health and the direct relationship between shale gas wells and birth outcomes. The estimation strategy exploits the fact that the Barnett Shale conveniently splits the Dallas-Fort Worth region in half. Using a difference-in-differences approach, this paper compares health at birth and ambient air pollution for zip codes within the shale region versus those outside of it. The shale region is associated with increased formaldehyde, NOx, Ozone, and SO2 in the "boom" years of 2004-2012. The initial drilling phase (1998-2001) is associated with an increase in hazardous BTEX pollutants that does not persist over time. I find that living in a zip code within the shale gas region reduces birth weight and gestation length on average, with mixed effects for low birth weight and premature birth. The findings also suggest that NOx, SO2, formaldehyde and the BTEX chemicals associated with shale gas development have adverse impacts on birth outcomes. These three states make up the majority of recent drilling activity and represent both rural and urban contexts. In all three states, I find that living near shale gas development reduces the endowment of health at birth.