A review is given of general principles of risk perception, with some historical highlights of the field. It is pointed out that the risk target is of great importance (i.e., that personal risks are almost always perceived as smaller than risks to others). The implications of perceived personal and general risks are different, with general risks being more important for policy attitudes. The concepts needed to investigate risk perception are different, depending on what kind of risk is studied. Alcohol consumption risks give rise to uniquely strong risk denial, closely tied to control notions. Consumption of alcohol is found to be related to personal alcohol risk in a positive manner; the larger the consumption, the larger is the perceived risk. However, no such relationship is found for general risk. At the societal level, alcohol was the most common explanation that people gave for the prevalence of violence.