Childbearing outside of marriage has increased drastically in recent decades. However, the existing explanations for this development are not coherent. Proponents of the Second Demographic Transition framework view the rise in nonmarital childbearing as part of a pattern of progress driven by processes such as emancipation from traditional social norms, whereas other scholars perceive this trend in the context of a “pattern of disadvantage,” as nonmarital births are often concentrated among lower socioeconomic groups. In this paper, we posit that the relevance of the aforementioned theoretical explanations might vary depending on the geographic scale at which variation occurs: that is, across nation states, subnational regions, or individuals. To explore this hypothesis, we analyse harmonised survey data from 16 European countries. We apply hierarchical models to study how the likelihood that a woman living in a couple will have her first child either within nonmarital cohabitation or within marriage is linked to national and subnational regional variation in socioeconomic conditions that are related to explanations based on the existing theoretical considerations. Our results suggest that the Second Demographic Transition framework is very important for understanding variation between countries, whereas arguments pointing to a pattern of disadvantage seem to be more relevant at the individual and subnational regional level. It thus appears that taking a multilevel perspective can help us better understand why the existing theoretical explanations are not fully coherent.