Priority setting in health care is not new but it is an issue of growing importance. In publicly financed health care systems, the combination of constrained resources and increasing demands has led policy makers to address this issue more directly than in the past. This is exemplified by experience in Oregon, the Netherlands, New Zealand, Sweden and the UK. In each of these systems, policy makers have taken the initiative to set priorities on a more explicit basis. This paper compares and contrasts experience in these systems and identifies a number of emerging themes. The work done so far can be likened to an exercise in policy learning in which policy makers have tried out a range of approaches and have adjusted course several times in the process. Priority setting is not amenable to once and for all solutions and the issues involved must be kept under continuous review.