Side effects of combined oral contraceptives are the most common reason why women discontinue them. Over the past half century, an elaborate mythology about these ill effects has evolved, fueled by rumor, gossip and poor-quality research. In contrast, placebo-controlled randomized trials document that nonspecific side effects are not significantly more common with combined oral contraceptives than with inert pills. These reported nonspecific side effects may reflect the nocebo phenomenon (the inverse of a placebo): if women are told to expect noxious side effects, these complaints occur because of the power of suggestion. Alternatively, nonspecific complaints may simply reflect their background prevalence in the population. Because Level I evidence documents no important increase in nonspecific side effects with oral contraceptives, counseling about these side effects or including them in package labeling is unwarranted and probably unethical. When in doubt, clinicians should err on the side of optimism.