Despite decades of research into the coping process, the only consistent result has been the variability in coping behavior. Myths of coping, or beliefs about coping held despite inconsistent evidence, have been theorized but not measured for their prevalence, correlates, and possible implications. Coping myths include assumptions that early distress is inevitable after a major stressor, distress is necessary for working through grief (which must occur for appropriate resolution of distress), coping responses are universal and follow a predictable pattern, there is a dose response relationship between exposure to event and level of distress, and reduction of distress should occur after a certain period of time. Using a longitudinal study of a U.S. nationally representative sample following individuals from shortly after the Boston Marathon bombing and the Pulse nightclub shooting in Orlando, Florida, we sought to explore the relationship between myths endorsement, trauma history, media exposure, and acute stress. Study 1 found that coping myths were prevalent in our society. Results showed that older and female participants tended to endorse myths more frequently than younger and male participants. Study 2 found that individuals reporting greater numbers of stressful life events were more likely to endorse coping myths, which was also associated with higher acute stress following a subsequent collective trauma. Further analyses showed that coping myths mediated the positive relationship between stressful life event history and acute stress following a collective trauma. Moderation analyses showed that recent stressors moderated the positive relationship between myth endorsement and acute stress. Study 3 found no significant associations between myth endorsement and media use for participants overall, though interaction analyses suggested age differences in this relationship. Younger participants were less likely to endorse myths if they were exposed to greater levels of media prior to the Boston Marathon bombing, but the opposite pattern was seen for older participants, approximating significance. These studies have implications for several groups of people, such as clinicians treating traumatized patients. Understanding how individuals develop beliefs about the coping process may help us understand what drives individuals to cope in specific ways and how interventions can best be targeted to reduce distress following collective stressors.