What reasons allow for women to outlive men?
In a study on longevity in 121 countries, women tended to outlive men by about 5 years [1]. The suggested causes for this are numerous, some of which are temporally, geographically, or culturally specific.

On the terminology, sex tends to refer to the absolute biological differences, whereas gender relates more to differences in perception/lifestyle (for instance, socio-economic differences).

Evidence

In a study on Greek centenarians the authors found that women outnumbered men (1.68:1), with men having a higher likelihood of smoking, and thus are more at risk of smoking-related illness and mortality (historically this was more true than today) [2]. This is also true for alcohol consumption. The authors also report that having a first degree relative who was also a centenarian is associated with longevity (highlighting the importance of genetic factors in lifespan determination). 

There is also evidence that the rate of telomere shortening (number of cell-divisions until cell-cycle arrest) is sex-specific [3].

rwst cites an interesting paper, that presents evidence that suggests male hormones may decrease lifespan [4]. This may be due to differential onset of atherosclerosis and cardiovascular disease, caused by exposure to different sex hormones [5].

In a review on the brain/behaviour specific aspects of differential ageing between the sexes, the authors discuss differences in brain anatomy and cognitive (and emotional) functionality between the sexes [6]. 

Remarks

This is by no means an exhaustive list of the reasons for differences in lifespan between the sexes in humans. There are likely to be many other causes, such as men tending to have more 'risky' behaviours, and possibly other unknown genetic effects, such as having 2 X chromosomes, vs. XY.

References


Møller, A. P., et al (2009). Why men have shorter lives than women: effects of resource availability, infectious disease, and senescence. American journal of human biology : the official journal of the Human Biology Council, 21(3), 357-64. doi:10.1002/ajhb.20879
Tigani, X., et al (2011). Gender differences in Greek centenarians. A cross-sectional nation-wide study, examining multiple socio-demographic and personality factors and health locus of control. BMC geriatrics, 11, 87. doi:10.1186/1471-2318-11-87
Barrett, E. L. B., &amp; Richardson, D. S. (2011). Sex differences in telomeres and lifespan. Aging cell, 10(6), 913-21. doi:10.1111/j.1474-9726.2011.00741.x
Min, K.-J., et al (2012). The lifespan of Korean eunuchs. Current Biology, *22(18), R792-R793. doi:10.1016/j.cub.2012.06.036
Pérez-López, F. R., et al (2010). Gender differences in cardiovascular disease: hormonal and biochemical influences. Reproductive sciences (Thousand Oaks, Calif.), 17(6), 511-31. doi:10.1177/1933719110367829
Kryspin-Exner, I., et al (2011). Geropsychology: the gender gap in human aging--a mini-review. Gerontology, 57(6), 539-48. doi:10.1159/000323154




Update

Just been reading this interesting paper by Maklakov, et al (2013, BioEssays) titled "Evolution of sex differences in lifespan and aging: Causes and constraints", which presents a more evolutionary/genetic argument for the differences.

Abstract

Why do the two sexes have different lifespans and rates of aging? Two hypotheses based on asymmetric inheritance of sex chromosomes (“unguarded X”) or mitochondrial genomes (“mother's curse”) explain sex differences in lifespan as sex-specific maladaptation leading to increased mortality in the shorter-lived sex. While asymmetric inheritance hypotheses equate long life with high fitness, considerable empirical evidence suggests that sexes resolve the fundamental tradeoff between reproduction and survival differently resulting in sex-specific optima for lifespan. However, selection for sex-specific values in life-history traits is constrained by intersexual genetic correlations resulting in intra-locus sexual conflict over optimal lifespan. The available data suggest that the evolution of sexual dimorphism only partially resolves these conflicts. Sexual conflict over optimal trait values, which has been demonstrated in model organisms and in humans, is likely to play a key role in shaping the evolution of lifespan, as well as in maintaining genetic variation for sex-specific diseases.